LittleMCMC

littlemcmc     /lɪtəl ɛm si ɛm si/     noun

A lightweight and performant implementation of HMC and NUTS in Python, spun out of the PyMC project. Not to be confused with minimc.

Contents

• Installation
  • Using pip
  • From Source
  • Testing
• LittleMCMC Quickstart
  • Table of Contents
  • Who should use LittleMCMC?
  • How to Sample
  • Customizing the Default NUTS Sampler
  • Other Modules
• Framework Cookbook
  • Create and Visualize Data
  • PyTorch
  • JAX
  • PyMC3
  • Visualize Traces with ArviZ
• API Reference
  • Sampling
  • Step Methods
  • Quadpotentials (a.k.a. Mass Matrices)
  • Dual Averaging Step Size Adaptation
  • Integrators
• About LittleMCMC
  • Motivation and Purpose
  • LittleMCMC in Context