Metadata-Version: 1.0
Name: multichain_mcmc
Version: 0.2.2
Summary: Multichain MCMC framework and algorithms
Home-page: pypi.python.org/pypi/multichain_mcmc
Author: John Salvatier
Author-email: jsalvati@u.washington.edu
License: BSD
Description: 
                            A simple framework based on PyMC for multichain MCMC algorithms. 
                            
                            Contains working implementations of:
                                1) DREAM/DREAM_ZS sampler
                                2) Adaptive Metropolis Adjusted Langevin Algorithm (AMALA) sampler
                            
                            1) DREAM_ZSimplementation based on the algorithms presented in the following two papers:
                            
                                C.J.F. ter Braak, and J.A. Vrugt, Differential evolution Markov chain with
                                snooker updater and fewer chains, Statistics and Computing, 18(4),
                                435-446, doi:10.1007/s11222-008-9104-9, 2008.
                                
                                J.A. Vrugt, C.J.F. ter Braak, C.G.H. Diks, D. Higdon, B.A. Robinson, and
                                J.M. Hyman, Accelerating Markov chain Monte Carlo simulation by
                                differential evolution with self-adaptive randomized subspace sampling,
                                International Journal of Nonlinear Sciences and Numerical
                                Simulation, 10(3), 273-290, 2009.
                            2) AMALA implementation based on 
                            
                                AMALA sampler requires PyMC branch with gradient information support to function.
                                http://github.com/pymc-devs/pymc/tree/gradientBranch
                            
Platform: UNKNOWN
Classifier: Development Status :: 2 - Pre-Alpha
Classifier: Programming Language :: Python
Classifier: License :: OSI Approved :: BSD License
Classifier: Intended Audience :: Science/Research
Classifier: Topic :: Scientific/Engineering
Classifier: Topic :: Scientific/Engineering :: Mathematics
Classifier: Operating System :: OS Independent
