Analyzers
SimpleMC contains the following analyzers:
Analyzer key |
Type |
Description |
Tasks |
---|---|---|---|
mcmc |
Bayesian inference |
Metropolis-Hastings algorithm |
Parameter estimation |
nested |
Bayesian inference |
Nested sampling algorithms from Dynesty library [arXiv:1904.02180] |
Parameter estimation and model comparison |
emcee |
Bayesian inference |
EMCEE algorithm [arXiv:1202.3665] |
Parameter estimation |
MaxLikeAnalyzer |
Optimization |
L-BFGS-B algorithm https://docs.scipy.org/doc/scipy/reference/optimize.minimize-lbfgsb.html |
Likelihood maximization |
ga_deap |
Optimization |
Collection of genetic algorithms from DEAP library Fortin, F. A., et al (2012). DEAP: Evolutionary algorithms made easy. The Journal of Machine Learning Research, 13(1), 2171-2175. |
Likelihood maximization |
We recommend for a previous quickly test, to use an optimizer before an Bayesian inference algorithm.
Sampler comparison
Note
To verify the consistency of the parameter estimation among the different samplers available, we have made the following graph.