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()MCMCControllerMCMCController.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()
MCMCSamplingMCMCSampling.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
MCMCSamplerSingleChainMCMCSingleChainMCMC.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()
MultiChainMCMCMultiChainMCMC.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
AdaptiveCovarianceMCAdaptiveCovarianceMC.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
DifferentialEvolutionMCMCDifferentialEvolutionMCMC.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
DramACMCDramACMC.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
DreamMCMCDreamMCMC.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
DualAveragingAdaptionDualAveragingAdaption.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
EmceeHammerMCMCEmceeHammerMCMC.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
HaarioACMCHaarioACMC.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
HaarioBardenetACMCHaarioBardenetACMC.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()
AdaptiveCovarianceMCMCAdaptiveCovarianceMCMC.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
HamiltonianMCMCHamiltonianMCMC.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
MALAMCMCMALAMCMC.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
MetropolisRandomWalkMCMCMetropolisRandomWalkMCMC.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
MonomialGammaHamiltonianMCMCMonomialGammaHamiltonianMCMC.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
NoUTurnMCMCNoUTurnMCMC.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
PopulationMCMCPopulationMCMC.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
RaoBlackwellACMCRaoBlackwellACMC.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
RelativisticMCMCRelativisticMCMC.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
SliceDoublingMCMCSliceDoublingMCMC.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
SliceRankShrinkingMCMCSliceRankShrinkingMCMC.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
SliceStepoutMCMCSliceStepoutMCMC.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