Coverage for gemlib/mcmc/__init__.py: 100%

1"""Markov chain Monte Carlo inference 

2 

3`Markov-chain Monte Carlo (MCMC) 

4<https://en.wikipedia.org/wiki/Markov_chain_Monte_Carlo>`_ is an algorithm used 

5for drawing from random variables when the probability density function is known 

6only up to a normalising constant. This makes MCMC appropriate for sampling 

7from complex Bayesian posteriors. 

8 

9:code:`gemlib.mcmc` provides a suite of composable MCMC kernels for use in both 

10general Bayesian hierarchical probability models and different types of state 

11transition model. In particular, it provides a framework for composing 

12Metropolis-within-Gibbs algorithms which are especially useful for 

13semi-continuous probability spaces such as in Bayesian hierarchical state 

14transition models. 

15""" 

16 

17import gemlib.mcmc.discrete_time_state_transition_model as discrete_time 

18from gemlib.mcmc.adaptive_hmc import adaptive_hmc, make_initial_running_variance 

19from gemlib.mcmc.adaptive_random_walk_metropolis import adaptive_rwmh 

20from gemlib.mcmc.deprecated.compound_kernel import CompoundKernel 

21from gemlib.mcmc.deprecated.h5_posterior import Posterior 

22from gemlib.mcmc.hmc import hmc 

23from gemlib.mcmc.mcmc_sampler import mcmc 

24from gemlib.mcmc.multi_scan import multi_scan 

25from gemlib.mcmc.mwg_step import MwgStep 

26from gemlib.mcmc.random_walk_metropolis import rwmh 

27from gemlib.mcmc.sampling_algorithm import ( 

28 ChainAndKernelState, 

29 ChainState, 

30 LogProbFnType, 

31 Position, 

32 SamplingAlgorithm, 

33 SeedType, 

34) 

35from gemlib.mcmc.transformed_sampling_algorithm import ( 

36 transform_sampling_algorithm, 

37) 

38 

39__all__ = [ 

40 "CompoundKernel", 

41 "MultiScanKernel", 

42 "Posterior", 

43 "ChainState", 

44 "ChainAndKernelState", 

45 "Position", 

46 "MwgStep", 

47 "LogProbFnType", 

48 "SamplingAlgorithm", 

49 "SeedType", 

50 "adaptive_hmc", 

51 "adaptive_rwmh", 

52 "discrete_time", 

53 "hmc", 

54 "make_initial_running_variance", 

55 "mcmc", 

56 "multi_scan", 

57 "rwmh", 

58 "transform_sampling_algorithm", 

59]