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A lightweight and performant implementation of HMC and NUTS in Python, spun out of the PyMC4 project.

Project description

LittleMCMC (Pre-release)

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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.

License

LittleMCMC is modified from the PyMC3 and PyMC4 projects, both of which are distributed under the Apache-2.0 license. A copy of both projects' license files are distributed with LittleMCMC. All modifications from PyMC are distributed under an identical Apache-2.0 license.

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