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).
Take a look at, and run pyapemost_demo.py
As you see, the parameters are nicely recovered even from this very noisy data.