hammer-and-sample

A simplistic MCMC sampler implementing the affine-invariant ensemble sampling of emcee with serial execution and optionally with parallel execution based on Rayon.

The implementation is relatively efficient, for example computing 1000 iterations of 100 walkers using the hierarchical model from hierarchical.rs takes approximately 1 min using emcee and multiprocessing versus 50 ms using this crate and Rayon, running on 8 hardware threads in both cases.