A library to perform MCMC simulations using DRAM
The pymcmcstat package is a Python program for running Markov Chain Monte Carlo (MCMC) simulations. Included in this package is the ability to use different Metropolis based sampling techniques:
- Metropolis-Hastings (MH): Primary sampling method.
- Adaptive-Metropolis (AM): Adapts covariance matrix at specified intervals.
- Delayed-Rejection (DR): Delays rejection by sampling from a narrower distribution. Capable of n-stage delayed rejection.
- Delayed Rejection Adaptive Metropolis (DRAM): DR + AM
This package is an adaptation of the MATLAB toolbox mcmcstat. The user interface is designed to be as similar to the MATLAB version as possible, but this implementation has taken advantage of certain data structure concepts more amenable to Python.
This code can be found on the Github project page. This package is available on the PyPI distribution site and the latest version can be installed via
pip install pymcmcstat
The master branch on Github typically matches the latest version on the PyPI distribution site. To install the master branch directly from Github,
pip install git+https://github.com/prmiles/pymcmcstat.git
You can also clone the repository and run python setup.py install.
See the GitHub contributor page
Miles, (2019). pymcmcstat: A Python Package for Bayesian Inference Using Delayed Rejection Adaptive Metropolis. Journal of Open Source Software, 4(38), 1417, https://doi.org/10.21105/joss.01417
Also, please cite the appropriate Zenodo archive for the version of pymcmcstat that you are using.
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