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Distributed Markov Chain Monte Carlo

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stateline

Stateline is a framework for distributed Markov Chain Monte Carlo (MCMC) sampling written in C++ with high-level Python bindings. It focuses on parallel tempering methods which are highly parallelisable.

System Support

Currently, stateline runs on Linux-based operating systems only.

Compiler Support

Stateline has been compiled and tested under g++ 4.8.2.

Prerequisites

Stateline requires the following libraries as prerequisites:

  • Boost 1.55
  • Eigen 3.2.0
  • google-log (glog) 0.3.3
  • google-test (gtest) 1.7.0
  • zeromq 4.0.3
  • cppzeromq 2358037407 (commit hash)
  • leveldb 1.15.0

Building

There is a build.sh script included with the code in that can be used to easily build the project using CMake, by specifying environment variables corresponding to the locations of the prerequisite libraries. If you have installed them all into /usr/local, you can probably ignore them and just run CMake. Once you have run CMake in your build directory, a simple make command will suffice to build the project.

Documentation

Documentation can be found in the wiki, and there is automatic doxygen documentation generated by running

make doc

after CMake. Please ensure Doxygen is installed. Finally, there are well-commented demos for python and C++ in the python/demos folder and src/bin respectively.

Licence

Please see the LICENSE file, and COPYING and COPYING.LESSER.

Bug Reports

If you find a bug, please open an issue.

Contributing

Contributions and comments are welcome. Please read our style guide before submitting a pull request.

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  • C++ 72.3%
  • Python 21.1%
  • CMake 5.8%
  • Shell 0.8%