MCMC engine

This module is experimental. Expect API changes.



Combine identically structured pytrees to be used in multichain.


Carry(kernel_states, model_state, epoch)

Holds the state that needs to be carried between MCMC interations.

Engine(seeds, model_states, kernel_sequence, ...)

MCMC engine capable of combining multiple transition kernels.

KernelErrorLog(kernel_ident, kernel_cls, ...)

Holds the number of the transitions in which an error in at least one chain occured and an array with the error code for each chain.

SamplingResult(positions, transition_infos, ...)

Alias of SamplingResults for backwards compatibility.

SamplingResults(positions, transition_infos, ...)

Contains the results of the MCMC engine.