dfm/emcee — Issue #15: variable likelihood speed
Author: marius311
Created: 2012-03-07 23:31:58+00:00
State: open

Suppose in some regions of parameter space one can evaluate the likelihood very quickly, while in others it can take orders of magnitude longer. This could happen for example if some approximations can be applied but only in certain regions, or if some numerical solver component of the likelihood evaluation converges much more slowly in some places. This means that for that step, several of the walkers will finish quickly then be idle waiting for the stragglers to finish, is that correct? Does emcee have a way to remedy this problem?