Multichain MCMC framework and algorithms
Project description
A simple framework based on PyMC for multichain MCMC algorithms.
- Contains working implementations of:
DREAM/DREAM_ZS sampler : multichain_mcmc.dream.DreamSampler
Adaptive Metropolis Adjusted Langevin Algorithm (AMALA) sampler : multichain_mcmc.amala.AmalaSampler
- See the sampler classes for details. AMALA sampler requires PyMC branch with gradient information support to function.
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multichain_mcmc-0.3.tar.gz
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