Welcome to the pints documentation¶
Pints is hosted on GitHub, where you can find downloads and installation instructions.
Detailed examples can also be found there.
This page provides the API, or developer documentation for pints.
Defining inference problems in PINTS¶
PINTS provides methods to sample distributions, implemented as a
LogPDF, and to optimise functions, implemented as an
ErrorMeasure or a LogPDF.
Users can define LogPDF or ErrorMeasure implementations directly, or they can
use PINTS’ ForwardModel and problem classes to set up their problems,
and then choose one of many predefined pdfs or errors.
PINTS defines single and
multi-output problem classes that wrap around
a model and data, and over which error measures
or log-likelihoods can be defined.
To find the appropriate type of Problem to use, see the overview below:
Systems with a single observable output
Single data set: Use a
SingleOutputProblemand any of the appropriate error measures or log-likelihoodsMultiple, independent data sets: Define multiple
SingleOutputProblemsand an error measure / log-likelihood on each, and then combine using e.g.SumOfErrorsorSumOfIndependentLogPDFs.
Systems with multiple observable outputs
Single data set: Use a
MultiOutputProblemand any of the appropriate error measures or log-likelihoods
Provided methods¶
PINTS contains different types of methods, that can be roughly arranged into the classification shown below.
Sampling¶
MCMC without gradients, work on anyLogPDF.Adaptive methods
Differential evolution methods
Slice sampling
First order sensitivity MCMC samplers, require a
LogPDFthat provides first order sensitivities.Nested sampling, require aLogLikelihoodand aLogPriorthat can be sampled from.ABC sampling, require aLogPriorthat can be sampled from from and anErrorMeasure.
Optimisation¶
Particle, or population-based methods, work on any
ErrorMeasureorLogPDF.General derivative-free methods
Gradient-descent methods, require first order sensitivities
General derivative-using methods
Contents¶
- ABC samplers
- Boundaries
- Core classes and methods
- Diagnostic plots
- Error measures
- Function evaluation
- I/O Helper classes
- Log-likelihoods
AR1LogLikelihoodARMA11LogLikelihoodCauchyLogLikelihoodCensoredGaussianLogLikelihoodConstantAndMultiplicativeGaussianLogLikelihoodGaussianIntegratedLogUniformLogLikelihoodGaussianIntegratedUniformLogLikelihoodGaussianKnownSigmaLogLikelihoodGaussianLogLikelihoodKnownNoiseLogLikelihoodLogNormalLogLikelihoodMultiplicativeGaussianLogLikelihoodPooledLogLikelihoodPooledLogPDFScaledLogLikelihoodStudentTLogLikelihoodSumOfIndependentLogLikelihoodsSumOfIndependentLogPDFsUnknownNoiseLogLikelihood
- Log-PDFs
- Log-priors
- MCMC Samplers
- Running an MCMC routine
- MCMC Sampler base classes
- Adaptive Covariance MC
- Differential Evolution MCMC
- Dram ACMC
- DreamMCMC
- Dual Averaging
- EmceeHammerMCMC
- Haario ACMC
- Haario Bardenet ACMC
- Hamiltonian MCMC
- Metropolis-Adjusted Langevin Algorithm (MALA) MCMC
- Metropolis Random Walk MCMC
- Monomial-Gamma Hamiltonian MCMC
- No-U-Turn MCMC Sampler
- Population MCMC
- Rao-Blackwell ACMC
- Relativistic MCMC
- Slice Sampling - Doubling MCMC
- Slice Sampling - Rank Shrinking MCMC
- Slice Sampling - Stepout MCMC
- MCMC Diagnostics
- Nested samplers
- Noise generators
- Optimisers
- Noise model diagnostics
- Toy problems
- Toy base classes
- Annulus Distribution
- Beeler-Reuter Action Potential Model
- Cone Distribution
- Constant Model
- Eight Schools distribution
- Fitzhugh-Nagumo Model
- Gaussian distribution
- German Credit Hierarchical Logistic Distribution
- German Credit Logistic Distribution
- Goodwin oscillator model
- HES1 Michaelis-Menten Model
- High dimensional Gaussian distribution
- Hodgkin-Huxley IK Experiment Model
- Logistic model
- Lotka-Volterra model
- Multimodal Gaussian distribution
- Neal’s Funnel Distribution
- Parabolic error
- Repressilator model
- Rosenbrock function
- Simple Egg Box Distribution
- Simple Harmonic Oscillator model
- SIR Epidemiology model
- Twisted Gaussian distribution
- Stochastic Toy Problems
- Transformations
- Utilities