ben18785

During functional testing, I realised there's a mistake in Emcee hammer that means it doesn't converge to the correct target distribution. It should be $q = z^(N-1) p(Y)/p(X)$ where $N$...

MultiNest

1

Created MultiNest sampler and simplified ellipsoidal nested sampling by creating an Ellipsoid class shared by both samplers. Things done: - Created Ellipsoid class used by both methods - Added MultiNest...

At the moment, setting hyperparameters through the controller uses the internal ._sampler method, which is not ideal.

Visualising the relationships between samplers and optimisations

9

As I have banged on about, our job in Pints is partly educational. I created this d3 visualisation of our wish list of the samplers and optimisers which, to me...

I think it'd be nice if: ``` x0 = [3, 4] sampler = pints.HamiltonianMCMC(x0) print(sampler) ``` returned: > "Hamiltonian Monte Carlo sampler initialised at [3, 4]" If `x0` was long,...

Make __call__ check for valid parameter length in various classes

1

I just got stumped by the following: a = pints.toy.RosenbrockError() a.n_parameters() -> 2 (ok) a([1, 3]) -> 400 (ok) So far so good. Now: a([1, 3, 4]) -> 400 a([1,...

Make sure MultimodalNormalLogPDF throws an error when supplying non-posdefinite cov matrix

6

The populationMCMC notebook has this, I think.

Exact and approximate simulation methods for stochastic models

6

For models that we use to exemplify PINTS' ABC capabilities - in particular, stochastic reaction equations - there are sometimes exact (computationally expensive) and approximate (computationally cheap) ways to simulate...