add a little noise on differential.evolution proposal #12
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Bisaloo
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Jul 23, 2025
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This is a tiny fix for a mostly theoretical problem. With differential evolution there is not guarantee that we can reach every point in space; we may walk on a grid.
For this reason Ter Braak (2006) adds a small multivariate Gaussian noise, but as pointed out in the emcee code making the factor
zstochastic as proposed by Nelson et al. 2013 is nicer as it keeps the idea of affine-invariance.I'm using a very small value for the noise that corresponds to the default of that emcee. As I said, this does not fix a practical problem, but it helps to keeps the mathematicians happy :)