https://github.com/eigenfoo/littlemcmc

A lightweight and performant implementation of HMC and NUTS in Python, spun out of the PyMC project.
https://github.com/eigenfoo/littlemcmc

hmc markov-chain-monte-carlo mcmc nuts python

Last synced: 4 months ago
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A lightweight and performant implementation of HMC and NUTS in Python, spun out of the PyMC project.

• Host: GitHub
• URL: https://github.com/eigenfoo/littlemcmc
• Owner: eigenfoo
• License: apache-2.0
• Created: 2019-12-08T15:59:23.000Z (over 4 years ago)
• Default Branch: master
• Last Pushed: 2021-04-22T14:53:38.000Z (about 3 years ago)
• Last Synced: 2024-03-06T20:31:51.305Z (4 months ago)
• Topics: hmc, markov-chain-monte-carlo, mcmc, nuts, python
• Language: Python
• Homepage: https://littlemcmc.readthedocs.io
• Size: 772 KB
• Stars: 49
• Watchers: 3
• Forks: 8
• Open Issues: 8
• Metadata Files:
  • Readme: README.md
  • Contributing: CONTRIBUTING.md
  • License: LICENSE.pymc3.txt
  • Code of conduct: CODE_OF_CONDUCT.md

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• awesome-stars - eigenfoo/littlemcmc - A lightweight and performant implementation of HMC and NUTS in Python, spun out of the PyMC project. (Python)

README

        


> *Warning:* `littlemcmc`'s behavior is unstable in Jupyter notebooks - for best

> results and support, please use `littlemcmc` in Python scripts. Furthermore,

> despite best efforts, `littlemcmc` is not guaranteed to be up-to-date with the

> [current PyMC3 HMC/NUTS

> samplers](https://github.com/pymc-devs/pymc3/tree/master/pymc3/step_methods/hmc) -

> please consult [our GitHub

> issues](https://github.com/eigenfoo/littlemcmc/issues).

---

![Tests Status](https://github.com/eigenfoo/littlemcmc/workflows/tests/badge.svg)

![Lint Status](https://github.com/eigenfoo/littlemcmc/workflows/lint/badge.svg)

![Up to date with PyMC3 Status](https://github.com/eigenfoo/littlemcmc/workflows/even-with-pymc3/badge.svg)

[![Coverage Status](https://codecov.io/gh/eigenfoo/littlemcmc/branch/master/graph/badge.svg)](https://codecov.io/gh/eigenfoo/littlemcmc)

[![Documentation Status](https://readthedocs.org/projects/littlemcmc/badge/?version=latest)](https://littlemcmc.readthedocs.io/en/latest/?badge=latest)

[![License](https://img.shields.io/github/license/eigenfoo/littlemcmc)](https://github.com/eigenfoo/littlemcmc/blob/master/LICENSE.littlemcmc.txt)

[![DOI](https://zenodo.org/badge/DOI/10.5281/zenodo.4710368.svg)](https://doi.org/10.5281/zenodo.4710368)

> littlemcmc     /lɪtəl ɛm si ɛm si/     _noun_

>

> A lightweight and performant implementation of HMC and NUTS in Python, spun

> out of [the PyMC project](https://github.com/pymc-devs). Not to be confused

> with [minimc](https://github.com/ColCarroll/minimc).

## Installation

The latest release of LittleMCMC can be installed from PyPI using `pip`:

```bash

pip install littlemcmc

```

The current development branch of LittleMCMC can be installed directly from

GitHub, also using `pip`:

```bash

pip install git+https://github.com/eigenfoo/littlemcmc.git

```

## Contributors

LittleMCMC is developed by [George Ho](https://eigenfoo.xyz/). For a full list

of contributors, please see the [GitHub contributor

graph](https://github.com/eigenfoo/littlemcmc/graphs/contributors).

## License

LittleMCMC is modified from [the PyMC3 and PyMC4

projects](https://github.com/pymc-devs/), both of which are distributed under

the Apache-2.0 license. A copy of both projects' license files are distributed

with LittleMCMC. All modifications from PyMC are distributed under [an identical

Apache-2.0 license](https://github.com/eigenfoo/littlemcmc/blob/master/LICENSE).

## Citation

Please cite using the [Zenodo DOI](https://doi.org/10.5281/zenodo.4710367).