UltraNest -- a robust, general purpose Bayesian inference engine

Abstract

UltraNest is a general-purpose Bayesian inference package for parameter estimation and model comparison. It allows fitting arbitrary models specified as likelihood functions written in Python, C, C++, Fortran, Julia or R. With a focus on correctness and speed (in that order), UltraNest is especially useful for multi-modal or non-Gaussian parameter spaces, computational expensive models, in robust pipelines. Parallelisation to computing clusters and resuming incomplete runs is available.

Longer version of the paper published in JOSS. UltraNest can be found at https://johannesbuchner.github.io/UltraNest/