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https://github.com/mfreidank/arspy

Adaptive Rejection Sampling for Python
https://github.com/mfreidank/arspy

adaptive adaptive-rejection-sampling ars python rejection-sampling sampling statistics

Last synced: 2 months ago
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Adaptive Rejection Sampling for Python

Host: GitHub
URL: https://github.com/mfreidank/arspy
Owner: MFreidank
License: mit
Created: 2017-09-16T10:14:23.000Z (over 7 years ago)
Default Branch: master
Last Pushed: 2019-11-01T21:29:32.000Z (about 5 years ago)
Last Synced: 2024-11-02T10:42:49.494Z (3 months ago)
Topics: adaptive, adaptive-rejection-sampling, ars, python, rejection-sampling, sampling, statistics
Language: Python
Size: 41.6 MB
Stars: 7
Watchers: 2
Forks: 4
Open Issues: 1
Metadata Files:
- Readme: README.rst
- License: LICENSE.txt

Awesome Lists containing this project

README

        ========

ARSPY

========

|Build Status|

|Docs_|

|Coverage_|

|Pypi_|

This package provides a pure python/numpy 

implementation of adaptive rejection sampling as 

proposed by P. Wild, W.R. Gilks in 

*Algorithm AS 287: Adaptive Rejection Sampling from Log Concave Density 

functions*.

Under the (frequently satisfied) assumption that the target distribution to 

sample from has a log-concave density function, this algorithm allows us 

to sample without calculating any integrals. 

This sampling method is *exact* (all resulting samples are i.i.d) and 

*efficient* and our implementation can handle any univariate log-concave 

distribution. 

One prime use case is Gibbs sampling, where one frequently encounters many 

1D log-concave distributions.

Install

=======

Simply run::

   pip3 install ARSpy

.. |Build Status| image:: https://travis-ci.org/MFreidank/ARSpy.svg?branch=master

    :target: https://travis-ci.org/MFreidank/ARSpy

.. |Coverage_| image:: https://coveralls.io/repos/github/MFreidank/pyARS/badge.svg

   :target: https://coveralls.io/github/MFreidank/pyARS

   :alt: Coverage

.. |Docs_| image:: https://readthedocs.org/projects/arspy/badge/?version=latest

   :target: http://ARSpy.readthedocs.io/en/latest/

   :alt: Docs

.. |Pypi_| image:: https://badge.fury.io/py/ARSpy.svg

    :target: https://badge.fury.io/py/ARSpy

Documentation

=============

Our documentation can be found at http://arspy.readthedocs.io/en/latest/.