multichain_mcmc

Multichain MCMC framework and algorithms

These details have not been verified by PyPI

Development Status
- 3 - Alpha
Intended Audience
- Science/Research
License
- OSI Approved :: BSD License
Operating System
- OS Independent
Programming Language
- Python
Topic
- Scientific/Engineering
- Scientific/Engineering :: Mathematics

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.

http://github.com/pymc-devs/pymc/tree/gradientBranch

Project details

These details have not been verified by PyPI

Development Status
- 3 - Alpha
Intended Audience
- Science/Research
License
- OSI Approved :: BSD License
Operating System
- OS Independent
Programming Language
- Python
Topic
- Scientific/Engineering
- Scientific/Engineering :: Mathematics

Release history Release notifications | RSS feed

This version

0.3

Jun 21, 2010

0.2.2

May 15, 2010

0.2.1

Jan 12, 2010

0.2

Jan 12, 2010

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multichain_mcmc-0.3.tar.gz (3.9 MB view details)

Uploaded Jun 21, 2010 Source

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