mici package

MCMC samplers based on simulating Hamiltonian dynamics on a manifold.

Submodules

• mici.adapters module
  • Adapter
  • DualAveragingStepSizeAdapter
  • OnlineCovarianceMetricAdapter
  • OnlineVarianceMetricAdapter
  • arithmetic_mean_log_step_size_reducer()
  • default_adapt_stat_func()
  • geometric_mean_log_step_size_reducer()
  • min_log_step_size_reducer()
• mici.autodiff module
  • autodiff_fallback()
• mici.autograd_wrapper module
  • grad_and_value()
  • hessian_grad_and_value()
  • jacobian_and_value()
  • mhp_jacobian_and_value()
  • mtp_hessian_grad_and_value()
• mici.errors module
  • AdaptationError
  • ConvergenceError
  • Error
  • HamiltonianDivergenceError
  • IntegratorError
  • LinAlgError
  • NonReversibleStepError
  • ReadOnlyStateError
• mici.integrators module
  • BCSSFourStageIntegrator
  • BCSSThreeStageIntegrator
  • BCSSTwoStageIntegrator
  • ConstrainedLeapfrogIntegrator
  • ImplicitLeapfrogIntegrator
  • ImplicitMidpointIntegrator
  • Integrator
  • LeapfrogIntegrator
  • SymmetricCompositionIntegrator
  • TractableFlowIntegrator
• mici.interop module
  • construct_pymc_model_functions()
  • construct_stan_model_functions()
  • convert_to_inference_data()
  • get_stan_model_unconstrained_param_dim()
  • sample_pymc_model()
  • sample_stan_model()
• mici.matrices module
  • BlockColumnMatrix
  • BlockMatrix
  • BlockRowMatrix
  • DenseDefiniteMatrix
  • DensePositiveDefiniteMatrix
  • DensePositiveDefiniteProductMatrix
  • DenseRectangularMatrix
  • DenseSquareMatrix
  • DenseSymmetricMatrix
  • DiagonalMatrix
  • DifferentiableMatrix
  • EigendecomposedPositiveDefiniteMatrix
  • EigendecomposedSymmetricMatrix
  • ExplicitArrayMatrix
  • IdentityMatrix
  • ImplicitArrayMatrix
  • InverseLUFactoredSquareMatrix
  • InverseTriangularMatrix
  • InvertibleMatrix
  • InvertibleMatrixProduct
  • Matrix
  • MatrixProduct
  • OrthogonalMatrix
  • PositiveDefiniteBlockDiagonalMatrix
  • PositiveDefiniteLowRankUpdateMatrix
  • PositiveDefiniteMatrix
  • PositiveDiagonalMatrix
  • PositiveScaledIdentityMatrix
  • ScaledIdentityMatrix
  • ScaledOrthogonalMatrix
  • SoftAbsRegularizedPositiveDefiniteMatrix
  • SquareBlockDiagonalMatrix
  • SquareLowRankUpdateMatrix
  • SquareMatrix
  • SquareMatrixProduct
  • SymmetricBlockDiagonalMatrix
  • SymmetricLowRankUpdateMatrix
  • SymmetricMatrix
  • TriangularFactoredDefiniteMatrix
  • TriangularFactoredPositiveDefiniteMatrix
  • TriangularMatrix
• mici.progressbars module
  • DummyProgressBar
  • FileDisplay
  • LabelledSequenceProgressBar
  • ProgressBar
  • SequenceProgressBar
• mici.samplers module
  • DynamicMultinomialHMC
  • DynamicSliceHMC
  • HMCSampleChainsOutputs
  • HamiltonianMonteCarlo
  • MCMCSampleChainsOutputs
  • MarkovChainMonteCarloMethod
  • RandomMetropolisHMC
  • StaticMetropolisHMC
• mici.solvers module
  • FixedPointSolver
  • ProjectionSolver
  • euclidean_norm()
  • maximum_norm()
  • solve_fixed_point_direct()
  • solve_fixed_point_steffensen()
  • solve_projection_onto_manifold_newton()
  • solve_projection_onto_manifold_newton_with_line_search()
  • solve_projection_onto_manifold_quasi_newton()
• mici.stagers module
  • ChainStage
  • Stager
  • WarmUpStager
  • WindowedWarmUpStager
• mici.states module
  • ChainState
  • cache_in_state()
  • cache_in_state_with_aux()
• mici.systems module
  • CholeskyFactoredRiemannianMetricSystem
  • ConstrainedEuclideanMetricSystem
  • ConstrainedTractableFlowSystem
  • DenseConstrainedEuclideanMetricSystem
  • DenseRiemannianMetricSystem
  • DiagonalRiemannianMetricSystem
  • EuclideanMetricSystem
  • GaussianDenseConstrainedEuclideanMetricSystem
  • GaussianEuclideanMetricSystem
  • RiemannianMetricSystem
  • ScalarRiemannianMetricSystem
  • SoftAbsRiemannianMetricSystem
  • System
  • TractableFlowSystem
• mici.transitions module
  • CorrelatedMomentumTransition
  • DynamicIntegrationTransition
  • IndependentMomentumTransition
  • IntegrationTransition
  • MetropolisIntegrationTransition
  • MetropolisRandomIntegrationTransition
  • MetropolisStaticIntegrationTransition
  • MomentumTransition
  • MultinomialDynamicIntegrationTransition
  • SliceDynamicIntegrationTransition
  • Transition
  • euclidean_no_u_turn_criterion()
  • riemannian_no_u_turn_criterion()
• mici.types module
  • AdaptationStatisticFunction
  • AdapterState
  • ArrayFunction
  • GradientFunction
  • HessianFunction
  • JacobianFunction
  • MatrixHessianProduct
  • MatrixHessianProductFunction
  • MatrixLike
  • MatrixTressianProduct
  • MatrixTressianProductFunction
  • MetricLike
  • PyTree
  • ReducerFunction
  • ScalarFunction
  • ScalarLike
  • TerminationCriterion
  • TraceFunction
  • TransitionStatistics
  • VectorJacobianProduct
  • VectorJacobianProductFunction
• mici.utils module
  • LogRepFloat
  • hash_array()
  • log1m_exp()
  • log1p_exp()
  • log_diff_exp()
  • log_sum_exp()