bayesvalidrox.bayes_inference.mcmc

Functions

gelman_rubin(chain[, return_var])

The potential scale reduction factor (PSRF) defined by the variance within one chain, W, with the variance between chains B.

Classes

MCMC(engine, mcmc_params, Discrepancy, ...)

A class for bayesian inference via a Markov-Chain Monte-Carlo (MCMC) Sampler to approximate the posterior distribution of the Bayes theorem: $$p(theta|mathcal{y}) = frac{p(mathcal{y}|theta) p(theta)} {p(mathcal{y})}.$$