Package mici
MCMC samplers based on simulating Hamiltonian dynamics on a manifold.
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# -*- coding: utf-8 -*-
""" MCMC samplers based on simulating Hamiltonian dynamics on a manifold. """
__authors__ = 'Matt Graham'
__license__ = 'MIT'
import mici.adapters
import mici.autodiff
import mici.integrators
import mici.matrices
import mici.samplers
import mici.solvers
import mici.states
import mici.systems
import mici.transitions
import mici.utils
Modules
mici.adapters
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Methods for adaptively setting algorithmic parameters of transitions.
mici.autodiff
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Automatic differentation fallback for constructing derivative functions.
mici.autograd_wrapper
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Additional autograd differential operators.
mici.errors
-
Exception types.
mici.integrators
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Symplectic integrators for simulation of Hamiltonian dynamics.
mici.matrices
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Structured matrix classes implementing basic linear algebra operations.
mici.progressbars
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Progress bar classes for tracking progress of chains.
mici.samplers
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Monte Carlo sampler classes for peforming inference.
mici.solvers
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Solvers for non-linear systems of equations for implicit integrators.
mici.states
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Objects for recording state of a Markov chain.
mici.systems
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Hamiltonian systems encapsulating energy functions and their derivatives.
mici.transitions
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Markov transition kernels.
mici.utils
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Utility functions and classes.