https://github.com/fgittins/montepython

A Markov chain-Monte Carlo sampler.

https://github.com/fgittins/montepython

Science Score: 26.0%

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mcmc mcmc-sampler python
Last synced: 4 months ago · JSON representation

Repository

A Markov chain-Monte Carlo sampler.

Basic Info
  • Host: GitHub
  • Owner: fgittins
  • License: mit
  • Language: Python
  • Default Branch: master
  • Homepage:
  • Size: 16.6 KB
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mcmc mcmc-sampler python
Created over 7 years ago · Last pushed over 7 years ago
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README.md

MontePython

A Markov chain-Monte Carlo (MCMC) sampler written in Python. The current implementation is based on emcee.

getting started.

In order to run the code, all that is needed is numpy. This can be installed using conda: conda install numpy

basic usage.

Here is a simple example of sampling from a 10-dimensional Gaussian using the Metropolis method: ``` import numpy as np import montepython

def lnprob(x, ivar): return -0.5 * np.sum(x**2 * ivar)

ndim = 10 ivar = 1 / np.random.rand(ndim) cov = np.random.rand(ndim, ndim) p0 = np.random.rand(ndim)

sampler = montepython.MetropolisSampler(cov, ndim, lnprob, args=[ivar]) sampler.run(p0, 1000) ```

Owner

  • Name: Fabian Gittins
  • Login: fgittins
  • Kind: user
  • Location: Southampton
  • Company: University of Southampton

Research fellow at the STAG Research Centre, University of Southampton. Currently spinning a lot of neutron stars.

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