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. |