sampyl:MCMC采样器,用于Python中的贝叶斯估计,包括Metropolis-Hastings,NUTS和Slice

上传者: 42168902 | 上传时间: 2023-02-07 12:54:55 | 文件大小: 1.62MB | 文件类型: ZIP
桑普利 2018年5月29日:0.3版 Sampyl是一个使用MCMC方法从概率分布中采样的软件包。 类似于使用theano来计算梯度的PyMC3,Sampyl使用来计算梯度。 但是,您可以自由编写自己的梯度函数,而不必使用autograd。 该项目的开始是通过仅使用Python和numpy定义模型来使用MCMC采样器的方式。 Sampyl当前包括以下采样器: 大都会-哈丁斯 哈密​​顿量 坚果 片 对于每个采样器,您传入一个函数,该函数计算要从中采样的分布的对数概率。 对于汉密尔顿和NUTS采样器,还需要梯度对数概率函数。 如果安装了autograd,则将自动计算梯度。 否则,采样器将接受gradient log-p函数,无论是否安装了autograd,都可以使用它们。 它仍在积极开发中,即将推出更多功能! 依存关系 适用于Python 2或3。 当前, 和是唯一的依赖项。 要使

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