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
Version: latest
latest
1.0