A lightweight and performant implementation of HMC and NUTS in Python, spun out of the PyMC project.
littlemcmcis still in pre-release and under development. Most notably, behavior is unstable in Jupyter notebooks - for best results and support, please use
littlemcmcin Python scripts. Please consult our GitHub issues.
littlemcmc /lɪtəl ɛm si ɛm si/ noun
The latest release of LittleMCMC can be installed from PyPI using
pip install littlemcmc
The current development branch of LittleMCMC can be installed directly from
GitHub, also using
pip install git+https://github.com/eigenfoo/littlemcmc.git
LittleMCMC is modified from the PyMC3 and PyMC4 projects, both of which are distributed under the Apache-2.0 license. A copy of both projects' license files are distributed with LittleMCMC. All modifications from PyMC are distributed under an identical Apache-2.0 license.
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