pymcmcstat: A Python Package for Bayesian Inference Using Delayed Rejection Adaptive Metropolis. Python implementation of MATLAB toolbox ”mcmcstat”. The pymcmcstat package is a Python program for running Markov Chain Monte Carlo (MCMC) simulations. Details regarding the underlying theory for parameter estimation used within pymcmcstat can be found on the Program Methodology page. Included in this package is the ability to use different Metropolis based sampling techniques: Metropolis-Hastings (MH): Primary sampling method. Adaptive-Metropolis (AM): Adapts covariance matrix at specified intervals. Delayed-Rejection (DR): Delays rejection by sampling from a narrower distribution. Capable of n-stage delayed rejection. Delayed Rejection Adaptive Metropolis (DRAM): DR + AM
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References in zbMATH (referenced in 1 article , 1 standard article )
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- Paul R. Miles: pymcmcstat: A Python Package for Bayesian Inference Using Delayed Rejection Adaptive Metropolis (2019) not zbMATH