inference-tools

This package provides a set of Python-based tools for Bayesian data analysis which are simple to use, allowing them to applied quickly and easily.

Inference-tools is not a framework for Bayesian modelling (e.g. like PyMC), but instead provides tools to sample from user-defined models using MCMC, and to analyse and visualise the sampling results.

Features

• Implementations of MCMC algorithms like Gibbs sampling and Hamiltonian Monte-Carlo for sampling from user-defined posterior distributions.

• Density estimation and plotting tools for analysing and visualising inference results.

• Gaussian-process regression and optimisation.

Gibbs Sampling	Hamiltonian Monte-Carlo	Density estimation
Matrix plotting	Highest-density intervals	GP regression

Installation

inference-tools is available from PyPI, so can be easily installed using pip as follows:

pip install inference-tools

Documentation

Full documentation is available at inference-tools.readthedocs.io.