Towards Data Science By Samit Ganguly

Three Samplers, One Posterior: NUTS vs. Emcee vs. Nested Sampling

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The article compares three sampling methods—NumPyro’s NUTS, the affine‑invariant MCMC sampler Emcee, and the nested sampling algorithm dynesty—by benchmarking them against an exact ground truth. It evaluates how each sampler performs and documents their failures in practice. The comparison provides insights into the strengths and limitations of each approach for posterior inference.

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