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wgurecky committed Jul 18, 2020
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Expand Up @@ -12,7 +12,7 @@ This package also contains Bayesian optimization routines for 1) finding optimal
This package is intended for educational use only.

Try [emcee](https://arxiv.org/abs/1202.3665),
[pymc3](https://docs.pymc.io/), or Dakota for mature MCMC implementations; however, one can
[pymc3](https://docs.pymc.io/), or Dakota for alternative MCMC implementations; however, one can
use BiPyMc as a starting point for implementing their own fancy MCMC samplers.

Implemented MCMC Methods
Expand All @@ -25,6 +25,16 @@ Implemented MCMC Methods
- Delayed Rejection Metropolis
- Delayed Rejection Adaptive Metropolis (DRAM)

## Example: Sample Bimodal Gaussian Distribution with DREAM

![image](https://github.com/wgurecky/bipymc/blob/master/doc/images/bimodal_mont.png)

### Included Tests:
- `tests/test_100dgauss.py`: 100 Dimensional normal distribution test. Shows improved performance of DREAM in high dimensions.
- `tests/test_dblgauss.py`: Ensures DREAM and DE-MC samplers handle multi-modal distributions. Demonstrates DRAM and AM limitations.
- `tests/test_banana.py`: Ensures all MCMC methods obtain correct samples from non-linear, distorted-gaussian distribution.


Implemented Bayesian Optimization Methods
---------------------------------

Expand All @@ -46,12 +56,12 @@ Quickstart

Install depends:

pip install corner mpi4py numpy scipy matplotlib
pip install corner mpi4py numpy scipy matplotlib pytest

Or if using conda:

conda install -c astropy corner
conda install mpi4py numpy scipy matplotlib
conda install mpi4py numpy scipy matplotlib pytest

Install and run examples:

Expand All @@ -71,6 +81,7 @@ Depends
- python3.2+
- numpy
- scipy
- pytest (optional for tests)
- mpi4py (optional for parallel DE-MC)
- matplotlib (optional for plotting)
- [corner](https://corner.readthedocs.io/en/latest/) (optional for plotting)
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