PyAPEMoST

PyAPEMoST is a module for accessing the MCMC sampler APEMoST (http://apemost.sf.net/)

APEMoST (Automated Parameter Estimation and Model Selection Toolkit) is a free, fast MCMC engine that allows the user to apply Bayesian inference for parameter estimation and model selection.

Nota Bene: The invocation of APEMoST is not side-effect-free: You need to provide the usual “data” and “params” file in the launch directory. See the APEMoST manual http://apemost.sf.net/

To change the behavior of the MCMC algorithm, recompile the APEMoST library with the relevant flags (see the API documentation).

Demo program for PyAPEMoST

Take a look at, and run pyapemost_demo.py

Input and observed noisy data

_images/data.png

Marginals after analysis with APEMoST

_images/marginals.png

As you see, the parameters are nicely recovered even from this very noisy data.

Visited points

_images/chain0.png

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