gnm

Rock n Rolling MCMC Sampler


Keywords
mc, mcmc, sampling, monte, carlo
License
MIT
Install
pip install gnm==1.0.4

Documentation

gnm: The MCMC Jagger

Rock and Rolling awesome Python package for affine-invariant MCMC sampling

gnm is a well tested Python implementation of the affine-invariant sampler for Markov chain Monte Carlo (MCMC) that uses the Gauss-Newton-Metropolis (GNM) Algorithm. The GNM algorithm is specialized in sampling highly non-linear posterior probability distribution functions of the form exp(-||f(x)||^2/2).

Pages

home, github

Attribution

Goodman

Copyright

Copyright 2017 Mehmet Ugurbil and contributors.

License

gnm is a free software made available under the MIT LICENSE.