Heinrich von Campe

Partition function approach to non-Gaussian likelihoods: macrocanonical partitions and replicating Markov-chains

2024 · The Open Journal of Astrophysics

Monte-Carlo techniques are standard numerical tools for exploring non-Gaussian and multivariate likelihoods. Many variants of the original Metropolis-Hastings algorithm have been proposed to increase the sampling efficiency. Motivated by Ensemble Monte Carlo we allow the …