The DOI matches its Crossref record.
Ensemble samplers with affine invariance
Open accessAbstract
We propose a family of Markov chain Monte Carlo methods whose performance is unaffected by affine tranformations of space.These algorithms are easy to construct and require little or no additional computational overhead.They should be particularly useful for sampling badly scaled distributions.Computational tests show that the affine invariant methods can be significantly faster than standard MCMC methods on highly skewed distributions.
Overview
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Integrity signals
Registry
Cites
Statistics
Verification
Claims the paper makes
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Self-check
Percentages, sums and reported differences re-computed from the paper’s own numbers.
The self-check needs the paper’s full text.
Citations
Cited by
Stan : A Probabilistic Programming Language
Carpenter, B., Gelman, A., Hoffman, M. D., Lee, D., Goodrich, B., Betancourt, M., Brubaker, M., Guo, J., Li, P., & Riddell, A. (2017) · Journal of Statistical Software · doi:10.18637/jss.v076.i01 · Cited by 7,754
“Two flavors of ensemble samplers are also in the works: an affine invariant ensemble sampler (Goodman and Weare 2010) and a differential evolution sampler (Ter Braak 2006).”
MethodRiess, A. G., Yuan, W., Macri, L. M., Scolnic, D., Brout, D., Casertano, S., Jones, D. O., Murakami, Y., Anand, G. S., Breuval, L., et al. (2022) · The Astrophysical Journal Letters · doi:10.3847/2041-8213/ac5c5b · Cited by 2,380
UniverseMachine: The correlation between galaxy growth and dark matter halo assembly from z = 0−10
Behroozi, P., Wechsler, R. H., Hearin, A. P., & Conroy, C. (2019) · Monthly Notices of the Royal Astronomical Society · doi:10.1093/mnras/stz1182 · Cited by 1,243
The mass distribution and gravitational potential of the Milky Way
McMillan, P. J. (2017) · Monthly Notices of the Royal Astronomical Society · doi:10.1093/mnras/stw2759 · Cited by 1,099
RadVel: The Radial Velocity Modeling Toolkit
Fulton, B. J., Petigura, E. A., Blunt, S., & Sinukoff, E. (2018) · Publications of the Astronomical Society of the Pacific · doi:10.1088/1538-3873/aaaaa8 · Cited by 528
Metadata
- Authors
- Goodman, J., & Weare, J.
- Venue
- Communications in Applied Mathematics and Computational Science
- Publisher
- Mathematical Sciences Publishers
- Published
- 2010-01-31
- Volume
- 5
- Issue
- 1
- Pages
- 65-80
- ISSN
- 1559-3940 (ISSN-L)
- 2157-5452
- OpenAlex
- W2101687185
- Cited by
- 3,075
- References
- 0
- FWCI
- 11.85
- Type
- journal article
- Language
- en
- Open access
- bronze
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.
What counts as a claim ›How we measure confidence ›How we check this ›
Are you an author, or do you see a problem with this page? Request a review
How to cite
Cite CoChat for the checks on this page, and the paper for its own findings.
- This page
- CoChat. (2026). Citation check: Ensemble samplers with affine invariance. https://app.cochat.ai/papers/10.2140/camcos.2010.5.65
- The paper
- Goodman, J., & Weare, J. (2010). Ensemble samplers with affine invariance. Communications in Applied Mathematics and Computational Science. https://doi.org/10.2140/camcos.2010.5.65
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
