hippylib.mcmc package

Submodules

hippylib.mcmc.chain module

class hippylib.mcmc.chain.MCMC(kernel)[source]

Bases: object

consume_random()[source]
run(m0, qoi=None, tracer=None)[source]
class hippylib.mcmc.chain.NullQoi[source]

Bases: object

eval(x)[source]
class hippylib.mcmc.chain.SampleStruct(kernel)[source]

Bases: object

assign(other)[source]

hippylib.mcmc.diagnostics module

hippylib.mcmc.diagnostics._acorr(mean_free_samples, lag, norm=1)[source]
hippylib.mcmc.diagnostics._acorr_vs_lag(samples, max_lag)[source]
hippylib.mcmc.diagnostics.integratedAutocorrelationTime(samples, max_lag=None)[source]

hippylib.mcmc.kernels module

class hippylib.mcmc.kernels.ISKernel(model, nu)[source]

Bases: object

consume_random()[source]
delta(sample)[source]
derivativeInfo()[source]
init_sample(current)[source]
name()[source]
proposal(current)[source]
sample(current, proposed)[source]
class hippylib.mcmc.kernels.MALAKernel(model)[source]

Bases: object

acceptance_ratio(origin, destination)[source]
consume_random()[source]
derivativeInfo()[source]
init_sample(s)[source]
name()[source]
proposal(current)[source]
sample(current, proposed)[source]
class hippylib.mcmc.kernels.gpCNKernel(model, nu)[source]

Bases: object

Reference:
F. J. PINSKI, G. SIMPOSN, A. STUART, H. WEBER, Algorithms for Kullback-Leibler Approximation of Probability Measures in Infinite Dimensions, http://arxiv.org/pdf/1408.1920v1.pdf, Alg. 5.2
consume_random()[source]
delta(sample)[source]
derivativeInfo()[source]
init_sample(current)[source]
name()[source]
proposal(current)[source]
sample(current, proposed)[source]
class hippylib.mcmc.kernels.pCNKernel(model)[source]

Bases: object

consume_random()[source]
derivativeInfo()[source]
init_sample(current)[source]
name()[source]
proposal(current)[source]
sample(current, proposed)[source]

hippylib.mcmc.tracers module

class hippylib.mcmc.tracers.FullTracer(n, Vh, par_fid=None, state_fid=None)[source]

Bases: object

append(current, q)[source]
class hippylib.mcmc.tracers.NullTracer[source]

Bases: object

append(current, q)[source]
class hippylib.mcmc.tracers.QoiTracer(n)[source]

Bases: object

append(current, q)[source]

Module contents