DNest3 is a free software C++ implementation of Diffusive Nested Sampling, a Markov Chain Monte Carlo (MCMC) algorithm for Bayesian Inference and Statistical Mechanics.

Relative to older DNest versions, DNest3 has improved performance (in terms of the sampling overhead, likelihood evaluations still dominate in general) and is cleaner code: implementing new models should be easier than it was before. In addition, DNest3 is multi-threaded, so you can run multiple MCMC walkers at the same time, and the results will be combined together.

For documentation (currently in a draft state), please compile the LaTeX manual in the doc directory.

Before you use DNest3, you might want to read the paper describing the Diffusive Nested Sampling algorithm. If you find this software useful in your own work, please also feel free to cite this paper.

Diffusive Nested Sampling Brendon J. Brewer, Livia B. Pártay, and Gábor Csányi Statistics and Computing, 2011, 21, 4, 649-656.

The paper is freely available online at the arXiv.

DNest3 requires that you have the following packages installed on your computer. The first two will be required to compile the C++ part of DNest3 which is responsible for the MCMC runs themselves.

• GNU Scientific Library (GSL)
• Boost

These extra packages will be needed to execute the postprocessing and plotting code, which is written in Python.

• Python 2
• NumPy
• matplotlib

If you're using a Mac, hopefully you're also using Homebrew or Macports. Please do it.

Now that we've got that out of the way, install the dependencies:

brew install cmake gsl boost

or

sudo port install cmake gsl boost

Install the dependencies as follows:

sudo apt-get install libgsl0-dev
sudo apt-get install python-numpy python-matplotlib
sudo apt-get install libboost-thread-dev libboost-system-dev
sudo apt-get install cmake

You can build DNest3 using CMake:

git clone https://github.com/eggplantbren/DNest3.git
mkdir DNest3/build
cd DNest3/build
cmake ..
make
make install

This will install the DNest3 library and header files into /usr/local, while example programs are available in DNest3/Examples. If required, change the installation location by giving a -DCMAKE_INSTALL_PREFIX option to CMake:

cmake -DCMAKE_INSTALL_PREFIX=/tmp ..

Other useful options include:

• -DCMAKE_BUILD_TYPE=debug

  Turn off optimization and include debugging symbols: the resulting code will be much slower.

• -DBUILD_SHARED_LIBS=true

  Build libdnest3 as a shared library.

• -DBUILD_MANUAL=true

  Build a PDF manual in DNest3/build/doc. Requires pdfLaTeX.

DNest3 is Copyright (c) 2009-2014 Brendon J. Brewer.

DNest3 is free software: you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version.

DNest3 is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details.

You should have received a copy of the GNU General Public License along with DNest3. If not, see http://www.gnu.org/licenses/.

Dan Foreman-Mackey (http://dan.iel.fm/)

John Swinbank (http://swinbank.org)