Publicly available software implementations


Ensemble Quasi-Newton
C. Matthews (I am NOT an author)
https://bitbucket.org/c_matthews/ensembleqn
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
https://github.com/jonathanweare/Fast-Randomized-Iteration-FRI-
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)
https://github.com/jtempkin/enhanced_sampling_toolkit

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)
http://dx.doi.org/10.5281/zenodo.17001
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)
http://dan.iel.fm/emcee/current/  pdf
This code implements an affine invariant ensemble MCMC scheme proposed in my papers with Goodman.