EPSIE
1.1.dev0

Contents:

  • Quick Start
  • Parallelization
  • Proposals
  • API Reference

Tutorials:

  • Using a chain
  • Example of creating and running a Metropolis-Hastings Sampler
  • Example of creating and running a Parallel Tempered Sampler
  • Use the Veitch et al. Adaptive Normal proposal with the Parallel Tempered Sampler
  • The Angular proposal
  • The AT Adaptive Normal proposal
EPSIE
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Tutorials:

  • Using a chain
  • Example of creating and running a Metropolis-Hastings Sampler
    • Create the model to sample
    • Setup and run the sampler
    • Extract results
    • Resume from a state
    • Clearing memory and continuing
    • Plot the posterior
    • Create an animation of the results
  • Example of creating and running a Parallel Tempered Sampler
    • Create the model to sample
    • Setup and run the sampler
    • Extract results
    • Resume from a state
    • Clearing memory and continuing
    • Plot acceptance rates
    • Plot temperature swaps
    • Plot the posterior
    • Create an animation of the results
  • Use the Veitch et al. Adaptive Normal proposal with the Parallel Tempered Sampler
    • Create the model to sample
    • Setup the proposal
    • Setup and run the sampler
    • Plot acceptance rates
    • Resume from a state
    • Clearing memory and continuing
    • Plot the posterior
  • The Angular proposal
    • 1D Test
    • Comparison to Normal proposal: 1D
    • Timing comparison
    • 2D test
    • With adaptation (Veitch et al. algorithm)
    • 1D test
    • 2D test
  • The AT Adaptive Normal proposal
    • Create the model to sample
    • Setup and run the sampler
    • Extract results
    • Plot the rolling mean acceptance ratio
    • Plot the posterior

© Copyright 2020, Collin D. Capano.

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