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@@ -12,7 +12,7 @@ This package also contains Bayesian optimization routines for 1) finding optimal
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This package is intended for educational use only.
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Try [emcee](https://arxiv.org/abs/1202.3665),
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[pymc3](https://docs.pymc.io/), or Dakota for mature MCMC implementations; however, one can
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[pymc3](https://docs.pymc.io/), or Dakota for alternative MCMC implementations; however, one can
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use BiPyMc as a starting point for implementing their own fancy MCMC samplers.
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Implemented MCMC Methods
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- Delayed Rejection Metropolis
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- Delayed Rejection Adaptive Metropolis (DRAM)
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## Example: Sample Bimodal Gaussian Distribution with DREAM
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![image](https://github.com/wgurecky/bipymc/blob/master/doc/images/bimodal_mont.png)
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### Included Tests:
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- `tests/test_100dgauss.py`: 100 Dimensional normal distribution test. Shows improved performance of DREAM in high dimensions.
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- `tests/test_dblgauss.py`: Ensures DREAM and DE-MC samplers handle multi-modal distributions. Demonstrates DRAM and AM limitations.
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- `tests/test_banana.py`: Ensures all MCMC methods obtain correct samples from non-linear, distorted-gaussian distribution.
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Implemented Bayesian Optimization Methods
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---------------------------------
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Install depends:
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pip install corner mpi4py numpy scipy matplotlib
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pip install corner mpi4py numpy scipy matplotlib pytest
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Or if using conda:
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conda install -c astropy corner
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conda install mpi4py numpy scipy matplotlib
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conda install mpi4py numpy scipy matplotlib pytest
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Install and run examples:
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- python3.2+
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- numpy
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- scipy
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- pytest (optional for tests)
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- mpi4py (optional for parallel DE-MC)
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- matplotlib (optional for plotting)
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- [corner](https://corner.readthedocs.io/en/latest/) (optional for plotting)

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