emcee: The MCMC Hammer
25 Feb 2013-Publications of the Astronomical Society of the Pacific (IOP Publishing)-Vol. 125, Iss: 925, pp 306-312
TL;DR: The emcee algorithm as mentioned in this paper is a Python implementation of the affine-invariant ensemble sampler for Markov chain Monte Carlo (MCMC) proposed by Goodman & Weare (2010).
Abstract: We introduce a stable, well tested Python implementation of the affine-invariant ensemble sampler for Markov chain Monte Carlo (MCMC) proposed by Goodman & Weare (2010). The code is open source and has already been used in several published projects in the astrophysics literature. The algorithm behind emcee has several advantages over traditional MCMC sampling methods and it has excellent performance as measured by the autocorrelation time (or function calls per independent sample). One major advantage of the algorithm is that it requires hand-tuning of only 1 or 2 parameters compared to ~N2 for a traditional algorithm in an N-dimensional parameter space. In this document, we describe the algorithm and the details of our implementation. Exploiting the parallelism of the ensemble method, emcee permits any user to take advantage of multiple CPU cores without extra effort. The code is available online at http://dan.iel.fm/emcee under the GNU General Public License v2.
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University of Jyväskylä1, University of California, Los Angeles2, California Polytechnic State University3, Los Alamos National Laboratory4, National Research University – Higher School of Economics5, University of California, Berkeley6, University of Birmingham7, Australian Nuclear Science and Technology Organisation8, University of Washington9, University of Massachusetts Amherst10, University of West Bohemia11, University of Texas at Austin12, Brigham Young University13, Universidade Federal de Minas Gerais14, Google15
TL;DR: SciPy as discussed by the authors is an open source scientific computing library for the Python programming language, which includes functionality spanning clustering, Fourier transforms, integration, interpolation, file I/O, linear algebra, image processing, orthogonal distance regression, minimization algorithms, signal processing, sparse matrix handling, computational geometry, and statistics.
Abstract: SciPy is an open source scientific computing library for the Python programming language. SciPy 1.0 was released in late 2017, about 16 years after the original version 0.1 release. SciPy has become a de facto standard for leveraging scientific algorithms in the Python programming language, with more than 600 unique code contributors, thousands of dependent packages, over 100,000 dependent repositories, and millions of downloads per year. This includes usage of SciPy in almost half of all machine learning projects on GitHub, and usage by high profile projects including LIGO gravitational wave analysis and creation of the first-ever image of a black hole (M87). The library includes functionality spanning clustering, Fourier transforms, integration, interpolation, file I/O, linear algebra, image processing, orthogonal distance regression, minimization algorithms, signal processing, sparse matrix handling, computational geometry, and statistics. In this work, we provide an overview of the capabilities and development practices of the SciPy library and highlight some recent technical developments.
12,774 citations
University of Jyväskylä1, California Polytechnic State University2, University of California, Los Angeles3, Los Alamos National Laboratory4, National Research University – Higher School of Economics5, University of California, Berkeley6, University of Birmingham7, Australian Nuclear Science and Technology Organisation8, University of Washington9, University of Massachusetts Amherst10, University of West Bohemia11, Brigham Young University12, University of Texas at Austin13, Universidade Federal de Minas Gerais14, Google15
TL;DR: SciPy as discussed by the authors is an open-source scientific computing library for the Python programming language, which has become a de facto standard for leveraging scientific algorithms in Python, with over 600 unique code contributors, thousands of dependent packages, over 100,000 dependent repositories and millions of downloads per year.
Abstract: SciPy is an open-source scientific computing library for the Python programming language. Since its initial release in 2001, SciPy has become a de facto standard for leveraging scientific algorithms in Python, with over 600 unique code contributors, thousands of dependent packages, over 100,000 dependent repositories and millions of downloads per year. In this work, we provide an overview of the capabilities and development practices of SciPy 1.0 and highlight some recent technical developments.
6,244 citations
TL;DR: In this paper, a Monte Carlo sampler (The Joker) is used to perform a search for companions to 96,231 red-giant stars observed in the APOGEE survey (DR14) with $ ≥ 3$ spectroscopic epochs.
Abstract: Multi-epoch radial velocity measurements of stars can be used to identify stellar, sub-stellar, and planetary-mass companions. Even a small number of observation epochs can be informative about companions, though there can be multiple qualitatively different orbital solutions that fit the data. We have custom-built a Monte Carlo sampler (The Joker) that delivers reliable (and often highly multi-modal) posterior samplings for companion orbital parameters given sparse radial-velocity data. Here we use The Joker to perform a search for companions to 96,231 red-giant stars observed in the APOGEE survey (DR14) with $\\geq 3$ spectroscopic epochs. We select stars with probable companions by making a cut on our posterior belief about the amplitude of the stellar radial-velocity variation induced by the orbit. We provide (1) a catalog of 320 companions for which the stellar companion properties can be confidently determined, (2) a catalog of 4,898 stars that likely have companions, but would require more observations to uniquely determine the orbital properties, and (3) posterior samplings for the full orbital parameters for all stars in the parent sample. We show the characteristics of systems with confidently determined companion properties and highlight interesting systems with candidate compact object companions.
2,564 citations
TL;DR: In this paper, a Monte Carlo sampler (The Joker) is used to perform a search for companions to 96,231 red-giant stars observed in the APOGEE survey (DR14) with $3$ spectroscopic epochs.
Abstract: Multi-epoch radial velocity measurements of stars can be used to identify stellar, sub-stellar, and planetary-mass companions. Even a small number of observation epochs can be informative about companions, though there can be multiple qualitatively different orbital solutions that fit the data. We have custom-built a Monte Carlo sampler (The Joker) that delivers reliable (and often highly multi-modal) posterior samplings for companion orbital parameters given sparse radial-velocity data. Here we use The Joker to perform a search for companions to 96,231 red-giant stars observed in the APOGEE survey (DR14) with $\geq 3$ spectroscopic epochs. We select stars with probable companions by making a cut on our posterior belief about the amplitude of the stellar radial-velocity variation induced by the orbit. We provide (1) a catalog of 320 companions for which the stellar companion properties can be confidently determined, (2) a catalog of 4,898 stars that likely have companions, but would require more observations to uniquely determine the orbital properties, and (3) posterior samplings for the full orbital parameters for all stars in the parent sample. We show the characteristics of systems with confidently determined companion properties and highlight interesting systems with candidate compact object companions.
1,637 citations
TL;DR: This article reviews in a selective way the recent research on the interface between machine learning and the physical sciences, including conceptual developments in ML motivated by physical insights, applications of machine learning techniques to several domains in physics, and cross fertilization between the two fields.
Abstract: Machine learning (ML) encompasses a broad range of algorithms and modeling tools used for a vast array of data processing tasks, which has entered most scientific disciplines in recent years. This article reviews in a selective way the recent research on the interface between machine learning and the physical sciences. This includes conceptual developments in ML motivated by physical insights, applications of machine learning techniques to several domains in physics, and cross fertilization between the two fields. After giving a basic notion of machine learning methods and principles, examples are described of how statistical physics is used to understand methods in ML. This review then describes applications of ML methods in particle physics and cosmology, quantum many-body physics, quantum computing, and chemical and material physics. Research and development into novel computing architectures aimed at accelerating ML are also highlighted. Each of the sections describe recent successes as well as domain-specific methodology and challenges.
1,504 citations
References
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Book•
06 Oct 2003
TL;DR: In this paper, the mathematics underpinning the most dynamic areas of modern science and engineering are discussed and discussed in a fun and exciting textbook on the mathematics underlying the most important areas of science and technology.
Abstract: Fun and exciting textbook on the mathematics underpinning the most dynamic areas of modern science and engineering.
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31 Jan 2010
TL;DR: A family of Markov chain Monte Carlo methods whose performance is unaffected by affine tranformations of space is proposed, and computational tests show that the affine invariant methods can be significantly faster than standard MCMC methods on highly skewed distributions.
Abstract: We propose a family of Markov chain Monte Carlo methods whose performance is unaffected by affine tranformations of space. These algorithms are easy to construct and require little or no additional computational overhead. They should be particularly useful for sampling badly scaled distributions. Computational tests show that the affine invariant methods can be significantly faster than standard MCMC methods on highly skewed distributions.
2,569 citations
TL;DR: All of the methods in this work can fail to detect the sorts of convergence failure that they were designed to identify, so a combination of strategies aimed at evaluating and accelerating MCMC sampler convergence are recommended.
Abstract: A critical issue for users of Markov chain Monte Carlo (MCMC) methods in applications is how to determine when it is safe to stop sampling and use the samples to estimate characteristics of the distribution of interest. Research into methods of computing theoretical convergence bounds holds promise for the future but to date has yielded relatively little of practical use in applied work. Consequently, most MCMC users address the convergence problem by applying diagnostic tools to the output produced by running their samplers. After giving a brief overview of the area, we provide an expository review of 13 convergence diagnostics, describing the theoretical basis and practical implementation of each. We then compare their performance in two simple models and conclude that all of the methods can fail to detect the sorts of convergence failure that they were designed to identify. We thus recommend a combination of strategies aimed at evaluating and accelerating MCMC sampler convergence, including ap...
1,860 citations
1,214 citations