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[ascl:2212.006] GPry: Bayesian inference of expensive likelihoods with Gaussian processes

GPry efficiently obtains marginal quantities from computationally expensive likelihoods. It works best with smooth (continuous) likelihoods and posteriors that are slow to converge by other methods, which is dependent on the number of dimensions and expected shape of the posterior distribution. The likelihood should be low-dimensional (d<20 as a rule of thumb), though the code may still provide considerable improvements in speed in higher dimensions, despite an increase in the computational overhead of the algorithm. GPry is an alternative to samplers such as MCMC and Nested Sampling with a goal of speeding up inference in cosmology, though the software will work with any likelihood that can be called as a python function. It uses Cobaya's (ascl:1910.019) model framework so all of Cobaya's inbuilt likelihoods work, too.

Code site:
https://github.com/jonaselgammal/GPry
Described in:
https://ui.adsabs.harvard.edu/abs/2022arXiv221102045E
Bibcode:
2022ascl.soft12006E

Views: 966

ascl:2212.006
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