multichain_mcmc 0.3

Multichain MCMC framework and algorithms

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A simple framework based on PyMC for multichain MCMC algorithms.

Contains working implementations of:

• DREAM/DREAM_ZS sampler : multichain_mcmc.dream.DreamSampler
• Adaptive Metropolis Adjusted Langevin Algorithm (AMALA) sampler : multichain_mcmc.amala.AmalaSampler

See the sampler classes for details. AMALA sampler requires PyMC branch with gradient information support to function.

http://github.com/pymc-devs/pymc/tree/gradientBranch

• Author: John Salvatier
• Home Page: pypi.python.org/pypi/multichain_mcmc
• License: BSD
• Categories
  • Development Status :: 3 - Alpha
  • Intended Audience :: Science/Research
  • License :: OSI Approved :: BSD License
  • Operating System :: OS Independent
  • Programming Language :: Python
  • Topic :: Scientific/Engineering
  • Topic :: Scientific/Engineering :: Mathematics
• Package Index Owner: jsalvatier
• DOAP record: multichain_mcmc-0.3.xml