Fast fully-reproducible serial/parallel Monte Carlo and MCMC simulations and visualizations via ParaMonte::Python library
arXiv:2010.00724
Abstract
ParaMonte::Python (standing for Parallel Monte Carlo in Python) is a serial and MPI-parallelized library of (Markov Chain) Monte Carlo (MCMC) routines for sampling mathematical objective functions, in particular, the posterior distributions of parameters in Bayesian modeling and analysis in data science, Machine Learning, and scientific inference in general. In addition to providing access to fast high-performance serial/parallel Monte Carlo and MCMC sampling routines, the ParaMonte::Python library provides extensive post-processing and visualization tools that aim to automate and streamline the process of model calibration and uncertainty quantification in Bayesian data analysis. Furthermore, the automatically-enabled restart functionality of ParaMonte::Python samplers ensure seamless fully-deterministic into-the-future restart of Monte Carlo simulations, should any interruptions happen. The ParaMonte::Python library is MIT-licensed and is permanently maintained on GitHub at https://github.com/cdslaborg/paramonte/tree/master/src/interface/Python.
arXiv commentto be submitted to JOSS
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Cited by in corpus (3)
- How unbiased statistical methods lead to biased scientific discoveries: A case study of the Efron-Petrosian statistic applied to the luminosity-redshift evolution of Gamma-Ray Bursts
- Are there radio-loud and radio-quiet Gamma-Ray Bursts?
- MatDRAM: A pure-MATLAB Delayed-Rejection Adaptive Metropolis-Hastings Markov Chain Monte Carlo Sampler