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

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