Skip to content

Add PyMC3 sampler

Matthew Pitkin requested to merge matthew-pitkin/bilby:pymc3 into master

I have started an attempt to add PyMC3 as a sampler option.

At the moment this can be used with the Uniform prior, for which I have added a new pymc3 method, and the GaussianLikelihood for which I have added a pymc3_likelihood method. I can convert the other prior classes to also have pymc3 methods too.

At the moment I've just got PyMC3 to run with the default NUTS sampler, but can change the _run_external_sampler method to take in other allowed sampler keyword args.

I've tested this with a linear regression example and it works!

Edited by Matthew Pitkin

Merge request reports

Loading