MCMC SamplersΒΆ
Pints provides a number of MCMC methods, all implementing the MCMC
interface, that can be used to sample from an unknown
PDF
(usually a Bayesian
Posterior
).
- Running an MCMC routine
mcmc_sample()
MCMCController
MCMCController.chains()
MCMCController.initial_phase_iterations()
MCMCController.log_pdfs()
MCMCController.max_iterations()
MCMCController.method_needs_initial_phase()
MCMCController.n_evaluations()
MCMCController.parallel()
MCMCController.run()
MCMCController.sampler()
MCMCController.samplers()
MCMCController.set_chain_filename()
MCMCController.set_chain_storage()
MCMCController.set_initial_phase_iterations()
MCMCController.set_log_interval()
MCMCController.set_log_pdf_filename()
MCMCController.set_log_pdf_storage()
MCMCController.set_log_to_file()
MCMCController.set_log_to_screen()
MCMCController.set_max_iterations()
MCMCController.set_parallel()
MCMCController.time()
MCMCSampling
MCMCSampling.chains()
MCMCSampling.initial_phase_iterations()
MCMCSampling.log_pdfs()
MCMCSampling.max_iterations()
MCMCSampling.method_needs_initial_phase()
MCMCSampling.n_evaluations()
MCMCSampling.parallel()
MCMCSampling.run()
MCMCSampling.sampler()
MCMCSampling.samplers()
MCMCSampling.set_chain_filename()
MCMCSampling.set_chain_storage()
MCMCSampling.set_initial_phase_iterations()
MCMCSampling.set_log_interval()
MCMCSampling.set_log_pdf_filename()
MCMCSampling.set_log_pdf_storage()
MCMCSampling.set_log_to_file()
MCMCSampling.set_log_to_screen()
MCMCSampling.set_max_iterations()
MCMCSampling.set_parallel()
MCMCSampling.time()
- MCMC Sampler base classes
MCMCSampler
SingleChainMCMC
SingleChainMCMC.ask()
SingleChainMCMC.in_initial_phase()
SingleChainMCMC.n_hyper_parameters()
SingleChainMCMC.name()
SingleChainMCMC.needs_initial_phase()
SingleChainMCMC.needs_sensitivities()
SingleChainMCMC.replace()
SingleChainMCMC.set_hyper_parameters()
SingleChainMCMC.set_initial_phase()
SingleChainMCMC.tell()
MultiChainMCMC
MultiChainMCMC.ask()
MultiChainMCMC.current_log_pdfs()
MultiChainMCMC.in_initial_phase()
MultiChainMCMC.n_hyper_parameters()
MultiChainMCMC.name()
MultiChainMCMC.needs_initial_phase()
MultiChainMCMC.needs_sensitivities()
MultiChainMCMC.set_hyper_parameters()
MultiChainMCMC.set_initial_phase()
MultiChainMCMC.tell()
- Adaptive Covariance MC
AdaptiveCovarianceMC
AdaptiveCovarianceMC.acceptance_rate()
AdaptiveCovarianceMC.ask()
AdaptiveCovarianceMC.eta()
AdaptiveCovarianceMC.in_initial_phase()
AdaptiveCovarianceMC.n_hyper_parameters()
AdaptiveCovarianceMC.name()
AdaptiveCovarianceMC.needs_initial_phase()
AdaptiveCovarianceMC.needs_sensitivities()
AdaptiveCovarianceMC.replace()
AdaptiveCovarianceMC.set_eta()
AdaptiveCovarianceMC.set_hyper_parameters()
AdaptiveCovarianceMC.set_initial_phase()
AdaptiveCovarianceMC.set_target_acceptance_rate()
AdaptiveCovarianceMC.target_acceptance_rate()
AdaptiveCovarianceMC.tell()
- Differential Evolution MCMC
DifferentialEvolutionMCMC
DifferentialEvolutionMCMC.ask()
DifferentialEvolutionMCMC.current_log_pdfs()
DifferentialEvolutionMCMC.gamma()
DifferentialEvolutionMCMC.gamma_switch_rate()
DifferentialEvolutionMCMC.gaussian_error()
DifferentialEvolutionMCMC.in_initial_phase()
DifferentialEvolutionMCMC.n_hyper_parameters()
DifferentialEvolutionMCMC.name()
DifferentialEvolutionMCMC.needs_initial_phase()
DifferentialEvolutionMCMC.needs_sensitivities()
DifferentialEvolutionMCMC.relative_scaling()
DifferentialEvolutionMCMC.scale_coefficient()
DifferentialEvolutionMCMC.set_gamma()
DifferentialEvolutionMCMC.set_gamma_switch_rate()
DifferentialEvolutionMCMC.set_gaussian_error()
DifferentialEvolutionMCMC.set_hyper_parameters()
DifferentialEvolutionMCMC.set_initial_phase()
DifferentialEvolutionMCMC.set_relative_scaling()
DifferentialEvolutionMCMC.set_scale_coefficient()
DifferentialEvolutionMCMC.tell()
- Dram ACMC
DramACMC
DramACMC.acceptance_rate()
DramACMC.ask()
DramACMC.eta()
DramACMC.in_initial_phase()
DramACMC.n_hyper_parameters()
DramACMC.name()
DramACMC.needs_initial_phase()
DramACMC.needs_sensitivities()
DramACMC.replace()
DramACMC.set_eta()
DramACMC.set_hyper_parameters()
DramACMC.set_initial_phase()
DramACMC.set_sigma_scale()
DramACMC.set_target_acceptance_rate()
DramACMC.sigma_scale()
DramACMC.target_acceptance_rate()
DramACMC.tell()
- DreamMCMC
DreamMCMC
DreamMCMC.CR()
DreamMCMC.ask()
DreamMCMC.b()
DreamMCMC.b_star()
DreamMCMC.constant_crossover()
DreamMCMC.current_log_pdfs()
DreamMCMC.delta_max()
DreamMCMC.in_initial_phase()
DreamMCMC.nCR()
DreamMCMC.n_hyper_parameters()
DreamMCMC.name()
DreamMCMC.needs_initial_phase()
DreamMCMC.needs_sensitivities()
DreamMCMC.p_g()
DreamMCMC.set_CR()
DreamMCMC.set_b()
DreamMCMC.set_b_star()
DreamMCMC.set_constant_crossover()
DreamMCMC.set_delta_max()
DreamMCMC.set_hyper_parameters()
DreamMCMC.set_initial_phase()
DreamMCMC.set_nCR()
DreamMCMC.set_p_g()
DreamMCMC.tell()
- Dual Averaging
DualAveragingAdaption
DualAveragingAdaption.adapt_epsilon()
DualAveragingAdaption.add_parameter_sample()
DualAveragingAdaption.calculate_sample_variance()
DualAveragingAdaption.final_epsilon()
DualAveragingAdaption.get_epsilon()
DualAveragingAdaption.get_mass_matrix()
DualAveragingAdaption.init_adapt_epsilon()
DualAveragingAdaption.init_sample_covariance()
DualAveragingAdaption.set_inv_mass_matrix()
DualAveragingAdaption.step()
DualAveragingAdaption.target_accept_prob()
DualAveragingAdaption.use_dense_mass_matrix()
DualAveragingAdaption.warmup_steps()
- EmceeHammerMCMC
EmceeHammerMCMC
EmceeHammerMCMC.ask()
EmceeHammerMCMC.current_log_pdfs()
EmceeHammerMCMC.in_initial_phase()
EmceeHammerMCMC.n_hyper_parameters()
EmceeHammerMCMC.name()
EmceeHammerMCMC.needs_initial_phase()
EmceeHammerMCMC.needs_sensitivities()
EmceeHammerMCMC.scale()
EmceeHammerMCMC.set_hyper_parameters()
EmceeHammerMCMC.set_initial_phase()
EmceeHammerMCMC.set_scale()
EmceeHammerMCMC.tell()
- Haario ACMC
HaarioACMC
HaarioACMC.acceptance_rate()
HaarioACMC.ask()
HaarioACMC.eta()
HaarioACMC.in_initial_phase()
HaarioACMC.n_hyper_parameters()
HaarioACMC.name()
HaarioACMC.needs_initial_phase()
HaarioACMC.needs_sensitivities()
HaarioACMC.replace()
HaarioACMC.set_eta()
HaarioACMC.set_hyper_parameters()
HaarioACMC.set_initial_phase()
HaarioACMC.set_target_acceptance_rate()
HaarioACMC.target_acceptance_rate()
HaarioACMC.tell()
- Haario Bardenet ACMC
HaarioBardenetACMC
HaarioBardenetACMC.acceptance_rate()
HaarioBardenetACMC.ask()
HaarioBardenetACMC.eta()
HaarioBardenetACMC.in_initial_phase()
HaarioBardenetACMC.n_hyper_parameters()
HaarioBardenetACMC.name()
HaarioBardenetACMC.needs_initial_phase()
HaarioBardenetACMC.needs_sensitivities()
HaarioBardenetACMC.replace()
HaarioBardenetACMC.set_eta()
HaarioBardenetACMC.set_hyper_parameters()
HaarioBardenetACMC.set_initial_phase()
HaarioBardenetACMC.set_target_acceptance_rate()
HaarioBardenetACMC.target_acceptance_rate()
HaarioBardenetACMC.tell()
AdaptiveCovarianceMCMC
AdaptiveCovarianceMCMC.acceptance_rate()
AdaptiveCovarianceMCMC.ask()
AdaptiveCovarianceMCMC.eta()
AdaptiveCovarianceMCMC.in_initial_phase()
AdaptiveCovarianceMCMC.n_hyper_parameters()
AdaptiveCovarianceMCMC.name()
AdaptiveCovarianceMCMC.needs_initial_phase()
AdaptiveCovarianceMCMC.needs_sensitivities()
AdaptiveCovarianceMCMC.replace()
AdaptiveCovarianceMCMC.set_eta()
AdaptiveCovarianceMCMC.set_hyper_parameters()
AdaptiveCovarianceMCMC.set_initial_phase()
AdaptiveCovarianceMCMC.set_target_acceptance_rate()
AdaptiveCovarianceMCMC.target_acceptance_rate()
AdaptiveCovarianceMCMC.tell()
- Hamiltonian MCMC
HamiltonianMCMC
HamiltonianMCMC.ask()
HamiltonianMCMC.divergent_iterations()
HamiltonianMCMC.epsilon()
HamiltonianMCMC.hamiltonian_threshold()
HamiltonianMCMC.in_initial_phase()
HamiltonianMCMC.leapfrog_step_size()
HamiltonianMCMC.leapfrog_steps()
HamiltonianMCMC.n_hyper_parameters()
HamiltonianMCMC.name()
HamiltonianMCMC.needs_initial_phase()
HamiltonianMCMC.needs_sensitivities()
HamiltonianMCMC.replace()
HamiltonianMCMC.scaled_epsilon()
HamiltonianMCMC.set_epsilon()
HamiltonianMCMC.set_hamiltonian_threshold()
HamiltonianMCMC.set_hyper_parameters()
HamiltonianMCMC.set_initial_phase()
HamiltonianMCMC.set_leapfrog_step_size()
HamiltonianMCMC.set_leapfrog_steps()
HamiltonianMCMC.tell()
- Metropolis-Adjusted Langevin Algorithm (MALA) MCMC
MALAMCMC
MALAMCMC.acceptance_rate()
MALAMCMC.ask()
MALAMCMC.epsilon()
MALAMCMC.in_initial_phase()
MALAMCMC.n_hyper_parameters()
MALAMCMC.name()
MALAMCMC.needs_initial_phase()
MALAMCMC.needs_sensitivities()
MALAMCMC.replace()
MALAMCMC.set_epsilon()
MALAMCMC.set_hyper_parameters()
MALAMCMC.set_initial_phase()
MALAMCMC.tell()
- Metropolis Random Walk MCMC
MetropolisRandomWalkMCMC
MetropolisRandomWalkMCMC.acceptance_rate()
MetropolisRandomWalkMCMC.ask()
MetropolisRandomWalkMCMC.in_initial_phase()
MetropolisRandomWalkMCMC.n_hyper_parameters()
MetropolisRandomWalkMCMC.name()
MetropolisRandomWalkMCMC.needs_initial_phase()
MetropolisRandomWalkMCMC.needs_sensitivities()
MetropolisRandomWalkMCMC.replace()
MetropolisRandomWalkMCMC.set_hyper_parameters()
MetropolisRandomWalkMCMC.set_initial_phase()
MetropolisRandomWalkMCMC.tell()
- Monomial-Gamma Hamiltonian MCMC
MonomialGammaHamiltonianMCMC
MonomialGammaHamiltonianMCMC.a()
MonomialGammaHamiltonianMCMC.ask()
MonomialGammaHamiltonianMCMC.c()
MonomialGammaHamiltonianMCMC.divergent_iterations()
MonomialGammaHamiltonianMCMC.epsilon()
MonomialGammaHamiltonianMCMC.hamiltonian_threshold()
MonomialGammaHamiltonianMCMC.in_initial_phase()
MonomialGammaHamiltonianMCMC.leapfrog_step_size()
MonomialGammaHamiltonianMCMC.leapfrog_steps()
MonomialGammaHamiltonianMCMC.mass()
MonomialGammaHamiltonianMCMC.n_hyper_parameters()
MonomialGammaHamiltonianMCMC.name()
MonomialGammaHamiltonianMCMC.needs_initial_phase()
MonomialGammaHamiltonianMCMC.needs_sensitivities()
MonomialGammaHamiltonianMCMC.replace()
MonomialGammaHamiltonianMCMC.scaled_epsilon()
MonomialGammaHamiltonianMCMC.set_a()
MonomialGammaHamiltonianMCMC.set_c()
MonomialGammaHamiltonianMCMC.set_epsilon()
MonomialGammaHamiltonianMCMC.set_hamiltonian_threshold()
MonomialGammaHamiltonianMCMC.set_hyper_parameters()
MonomialGammaHamiltonianMCMC.set_initial_phase()
MonomialGammaHamiltonianMCMC.set_leapfrog_step_size()
MonomialGammaHamiltonianMCMC.set_leapfrog_steps()
MonomialGammaHamiltonianMCMC.set_mass()
MonomialGammaHamiltonianMCMC.tell()
- No-U-Turn MCMC Sampler
NoUTurnMCMC
NoUTurnMCMC.ask()
NoUTurnMCMC.delta()
NoUTurnMCMC.divergent_iterations()
NoUTurnMCMC.hamiltonian_threshold()
NoUTurnMCMC.in_initial_phase()
NoUTurnMCMC.load_state()
NoUTurnMCMC.max_tree_depth()
NoUTurnMCMC.n_hyper_parameters()
NoUTurnMCMC.name()
NoUTurnMCMC.needs_initial_phase()
NoUTurnMCMC.needs_sensitivities()
NoUTurnMCMC.number_adaption_steps()
NoUTurnMCMC.replace()
NoUTurnMCMC.save_state()
NoUTurnMCMC.set_delta()
NoUTurnMCMC.set_hamiltonian_threshold()
NoUTurnMCMC.set_hyper_parameters()
NoUTurnMCMC.set_initial_phase()
NoUTurnMCMC.set_max_tree_depth()
NoUTurnMCMC.set_number_adaption_steps()
NoUTurnMCMC.set_use_dense_mass_matrix()
NoUTurnMCMC.tell()
NoUTurnMCMC.use_dense_mass_matrix()
- Population MCMC
PopulationMCMC
PopulationMCMC.ask()
PopulationMCMC.in_initial_phase()
PopulationMCMC.n_hyper_parameters()
PopulationMCMC.name()
PopulationMCMC.needs_initial_phase()
PopulationMCMC.needs_sensitivities()
PopulationMCMC.replace()
PopulationMCMC.set_hyper_parameters()
PopulationMCMC.set_initial_phase()
PopulationMCMC.set_temperature_schedule()
PopulationMCMC.tell()
PopulationMCMC.temperature_schedule()
- Rao-Blackwell ACMC
RaoBlackwellACMC
RaoBlackwellACMC.acceptance_rate()
RaoBlackwellACMC.ask()
RaoBlackwellACMC.eta()
RaoBlackwellACMC.in_initial_phase()
RaoBlackwellACMC.n_hyper_parameters()
RaoBlackwellACMC.name()
RaoBlackwellACMC.needs_initial_phase()
RaoBlackwellACMC.needs_sensitivities()
RaoBlackwellACMC.replace()
RaoBlackwellACMC.set_eta()
RaoBlackwellACMC.set_hyper_parameters()
RaoBlackwellACMC.set_initial_phase()
RaoBlackwellACMC.set_target_acceptance_rate()
RaoBlackwellACMC.target_acceptance_rate()
RaoBlackwellACMC.tell()
- Relativistic MCMC
RelativisticMCMC
RelativisticMCMC.ask()
RelativisticMCMC.divergent_iterations()
RelativisticMCMC.epsilon()
RelativisticMCMC.hamiltonian_threshold()
RelativisticMCMC.in_initial_phase()
RelativisticMCMC.leapfrog_step_size()
RelativisticMCMC.leapfrog_steps()
RelativisticMCMC.mass()
RelativisticMCMC.n_hyper_parameters()
RelativisticMCMC.name()
RelativisticMCMC.needs_initial_phase()
RelativisticMCMC.needs_sensitivities()
RelativisticMCMC.replace()
RelativisticMCMC.scaled_epsilon()
RelativisticMCMC.set_epsilon()
RelativisticMCMC.set_hamiltonian_threshold()
RelativisticMCMC.set_hyper_parameters()
RelativisticMCMC.set_initial_phase()
RelativisticMCMC.set_leapfrog_step_size()
RelativisticMCMC.set_leapfrog_steps()
RelativisticMCMC.set_mass()
RelativisticMCMC.set_speed_of_light()
RelativisticMCMC.speed_of_light()
RelativisticMCMC.tell()
- Slice Sampling - Doubling MCMC
SliceDoublingMCMC
SliceDoublingMCMC.ask()
SliceDoublingMCMC.current_slice_height()
SliceDoublingMCMC.expansion_steps()
SliceDoublingMCMC.in_initial_phase()
SliceDoublingMCMC.n_hyper_parameters()
SliceDoublingMCMC.name()
SliceDoublingMCMC.needs_initial_phase()
SliceDoublingMCMC.needs_sensitivities()
SliceDoublingMCMC.replace()
SliceDoublingMCMC.set_expansion_steps()
SliceDoublingMCMC.set_hyper_parameters()
SliceDoublingMCMC.set_initial_phase()
SliceDoublingMCMC.set_width()
SliceDoublingMCMC.tell()
SliceDoublingMCMC.width()
- Slice Sampling - Rank Shrinking MCMC
SliceRankShrinkingMCMC
SliceRankShrinkingMCMC.ask()
SliceRankShrinkingMCMC.current_slice_height()
SliceRankShrinkingMCMC.in_initial_phase()
SliceRankShrinkingMCMC.n_hyper_parameters()
SliceRankShrinkingMCMC.name()
SliceRankShrinkingMCMC.needs_initial_phase()
SliceRankShrinkingMCMC.needs_sensitivities()
SliceRankShrinkingMCMC.replace()
SliceRankShrinkingMCMC.set_hyper_parameters()
SliceRankShrinkingMCMC.set_initial_phase()
SliceRankShrinkingMCMC.set_sigma_c()
SliceRankShrinkingMCMC.sigma_c()
SliceRankShrinkingMCMC.tell()
- Slice Sampling - Stepout MCMC
SliceStepoutMCMC
SliceStepoutMCMC.ask()
SliceStepoutMCMC.bisection_steps()
SliceStepoutMCMC.current_slice_height()
SliceStepoutMCMC.expansion_steps()
SliceStepoutMCMC.in_initial_phase()
SliceStepoutMCMC.n_hyper_parameters()
SliceStepoutMCMC.name()
SliceStepoutMCMC.needs_initial_phase()
SliceStepoutMCMC.needs_sensitivities()
SliceStepoutMCMC.prob_overrelaxed()
SliceStepoutMCMC.replace()
SliceStepoutMCMC.set_bisection_steps()
SliceStepoutMCMC.set_expansion_steps()
SliceStepoutMCMC.set_hyper_parameters()
SliceStepoutMCMC.set_initial_phase()
SliceStepoutMCMC.set_prob_overrelaxed()
SliceStepoutMCMC.set_width()
SliceStepoutMCMC.tell()
SliceStepoutMCMC.width()
- MCMC Summary