FAQ

The not-so-frequently asked questions that still have useful answers

What are “walkers”?

Walkers are the members of the ensemble. They are almost like separate Metropolis-Hastings chains but, of course, the proposal distribution for a given walker depends on the positions of all the other walkers in the ensemble. See Goodman & Weare (2010) for more details.

How should I initialize the walkers?

The best technique seems to be to start in a small ball around the a priori preferred position. Don’t worry, the walkers quickly branch out and explore the rest of the space.

Troubleshooting

I’m getting weird spikes in my data/I have low acceptance fractions/both... what should I do?

Double the number of walkers. If that doesn’t work, double it again. And again. Until you run out of RAM. At that point, I don’t know!

The walkers are getting stuck in “islands” of low likelihood. How can I fix that?

Try increasing the number of walkers. If that doesn’t work, you can try pruning using a clustering algorithm like the one found in arxiv:1104.2612.

Attribution

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