多链mcmc框架及算法
multichain_mcmc的Python项目详细描述
一个基于pymc的多链mcmc算法的简单框架。
- 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