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Status: Unchecked Subfield: Statistics and Probability Clear all
2 claims from 1 paper
Mathematics › Markov Chains and Monte Carlo Methods
Cobaya: code for Bayesian analysis of hierarchical physical models
Torrado and Lewis · Journal of Cosmology and Astroparticle Physics · 2021
The paper presents Cobaya, a general-purpose Python code for Bayesian analysis of models with complex internal interdependencies, with several samplers, parallelization and cosmology interfaces.
Unchecked2 claimsShow 2 claims
- UncheckedCobaya automatically caches intermediate results and orders parameters into blocks by dependency and cost, using a novel algorithm, to cut sampling cost.“Without the need for specific code by the user, interdependencies between different stages of a model pipeline are exploited for sampling efficiency: intermediate results are automatically cached, and parameters are grouped in blocks according to their dependencies and optimally sorted, taking into…”
- UncheckedThe Cobaya software can run in parallel using both OpenMP and MPI, and adds under a millisecond of overhead each time it evaluates a posterior.“It can exploit hybrid OpenMP/MPI parallelization, and has sub-millisecond overhead per posterior evaluation.”
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