API: mcmc_sample¶
from optimizr import mcmc_sample
samples = mcmc_sample(
log_likelihood_fn,
data,
initial_params,
param_bounds,
n_samples=10000,
burn_in=1000,
proposal_std=0.1,
)
log_likelihood_fn(params, data) -> floatdata: np.ndarray passed through to the likelihoodinitial_params: np.ndarray starting pointparam_bounds: list of(min, max)tuplesReturns
samples: np.ndarrayof shape(n_samples, n_params)