|Publicly available software implementations
C. Matthews (I am NOT an author)
This code implements the ensemble quasi-Newton MCMC methods introduced in the paper with Ben Leimkuhler and Charles Matthews.
|Fast Randomized Iteration
J. Dama, J. Weare
This code implements one of the Fast Randomized Iteration methods introduced in the paper with Lek-Heng Lim to find the dominant eigenvalue of the transfer matrix for the 2D Ising model.
|The Enhanced Sampling Toolkit
J.~Tempkin (I am NOT an author)
The Enhanced Sampling Toolkit provides a flexible and extensible toolkit for rapidly prototyping rare event simulation algorithms. The code is written entirely in Python and acts as a wrapper to various well-established molecular dynamics codes.
|A generic educational implementation of
the Ticketed Diffusion Monte Carlo algorithm in C++
J. Dama (I am NOT an author)
This code implements the scheme proposed in the Improved diffusion Monte Carlo paper with Hairer.
|emcee: The MCMC Hammer
D. Foreman-Mackey, D. Hogg, D. Lang, J. Goodman (I am NOT an author)
This code implements an affine invariant ensemble MCMC scheme proposed in my papers with Goodman.