Samplers

Each sampler has the same API. First you create a function calculating log P(X), then pass it to a sampler. To generate a chain, call the sample method.

Example:

import sampyl as smp
def logp(x, y):
    ...

start = {'x': x_start, 'y': y_start}
nuts = smp.NUTS(logp, start)
chain = nuts.sample(1000)

Creating your own custom samplers is possible and straightfoward.

• No-U-Turn Sampler (NUTS)
• Metropolis-Hastings Sampler
• Slice Sampler
• Hamiltonian MCMC Sampler
• Custom Samplers