API Reference¶
Sampling¶
sample (logp_dlogp_func, Tuple[numpy.ndarray, …) |
Draw samples from the posterior using the given step methods. |
Step Methods¶
HamiltonianMC (logp_dlogp_func, …[, potential]) |
A sampler for continuous variables based on Hamiltonian mechanics. |
NUTS (logp_dlogp_func, Tuple[numpy.ndarray, …) |
A sampler for continuous variables based on Hamiltonian mechanics. |
Quadpotentials (a.k.a. Mass Matrices)¶
quad_potential (C, is_cov) |
Compute a QuadPotential object from a scaling matrix. |
QuadPotentialDiag (v[, dtype]) |
Quad potential using a diagonal covariance matrix. |
QuadPotentialFull (cov[, dtype]) |
Basic QuadPotential object for Hamiltonian calculations. |
QuadPotentialFullInv (A[, dtype]) |
QuadPotential object for Hamiltonian calculations using inverse of covariance matrix. |
QuadPotentialDiagAdapt (n, initial_mean[, …]) |
Adapt a diagonal mass matrix from the sample variances. |
QuadPotentialFullAdapt (n, initial_mean[, …]) |
Adapt a dense mass matrix using the sample covariances. |
Dual Averaging Step Size Adaptation¶
step_sizes.DualAverageAdaptation (…) |
Dual averaging step size adaptation. |
Integrators¶
integration.CpuLeapfrogIntegrator (potential, …) |
Leapfrog integrator using the CPU. |