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{"documenter":{"julia_version":"1.11.1","generation_timestamp":"2024-10-31T08:47:50","documenter_version":"1.7.0"}}
{"documenter":{"julia_version":"1.11.1","generation_timestamp":"2024-10-31T13:00:23","documenter_version":"1.7.0"}}
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<html lang="en"><head><meta charset="UTF-8"/><meta name="viewport" content="width=device-width, initial-scale=1.0"/><title>AdvancedMH.jl · AdvancedMH</title><meta name="title" content="AdvancedMH.jl · AdvancedMH"/><meta property="og:title" content="AdvancedMH.jl · AdvancedMH"/><meta property="twitter:title" content="AdvancedMH.jl · AdvancedMH"/><meta name="description" content="Documentation for AdvancedMH."/><meta property="og:description" content="Documentation for AdvancedMH."/><meta property="twitter:description" content="Documentation for AdvancedMH."/><script data-outdated-warner src="../assets/warner.js"></script><link href="https://cdnjs.cloudflare.com/ajax/libs/lato-font/3.0.0/css/lato-font.min.css" rel="stylesheet" type="text/css"/><link href="https://cdnjs.cloudflare.com/ajax/libs/juliamono/0.050/juliamono.min.css" rel="stylesheet" type="text/css"/><link href="https://cdnjs.cloudflare.com/ajax/libs/font-awesome/6.4.2/css/fontawesome.min.css" rel="stylesheet" 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rel="stylesheet" type="text/css" href="../assets/themes/catppuccin-frappe.css" data-theme-name="catppuccin-frappe"/><link class="docs-theme-link" rel="stylesheet" type="text/css" href="../assets/themes/catppuccin-latte.css" data-theme-name="catppuccin-latte"/><link class="docs-theme-link" rel="stylesheet" type="text/css" href="../assets/themes/documenter-dark.css" data-theme-name="documenter-dark" data-theme-primary-dark/><link class="docs-theme-link" rel="stylesheet" type="text/css" href="../assets/themes/documenter-light.css" data-theme-name="documenter-light" data-theme-primary/><script src="../assets/themeswap.js"></script></head><body><div id="documenter"><nav class="docs-sidebar"><div class="docs-package-name"><span class="docs-autofit"><a href="../">AdvancedMH</a></span></div><button class="docs-search-query input is-rounded is-small is-clickable my-2 mx-auto py-1 px-2" id="documenter-search-query">Search docs (Ctrl + /)</button><ul class="docs-menu"><li><a class="tocitem" href="../">AdvancedMH.jl</a></li><li class="is-active"><a class="tocitem" href>AdvancedMH.jl</a><ul class="internal"><li><a class="tocitem" href="#Structs"><span>Structs</span></a></li><li><a class="tocitem" href="#Functions"><span>Functions</span></a></li></ul></li></ul><div class="docs-version-selector field has-addons"><div class="control"><span class="docs-label button is-static is-size-7">Version</span></div><div class="docs-selector control is-expanded"><div class="select is-fullwidth is-size-7"><select id="documenter-version-selector"></select></div></div></div></nav><div class="docs-main"><header class="docs-navbar"><a class="docs-sidebar-button docs-navbar-link fa-solid fa-bars is-hidden-desktop" id="documenter-sidebar-button" href="#"></a><nav class="breadcrumb"><ul class="is-hidden-mobile"><li class="is-active"><a href>AdvancedMH.jl</a></li></ul><ul class="is-hidden-tablet"><li class="is-active"><a href>AdvancedMH.jl</a></li></ul></nav><div class="docs-right"><a class="docs-navbar-link" href="https://github.com/TuringLang/AdvancedMH.jl" title="View the repository on GitHub"><span class="docs-icon fa-brands"></span><span class="docs-label is-hidden-touch">GitHub</span></a><a class="docs-navbar-link" href="https://github.com/TuringLang/AdvancedMH.jl/blob/master/docs/src/api.md" title="Edit source on GitHub"><span class="docs-icon fa-solid"></span></a><a class="docs-settings-button docs-navbar-link fa-solid fa-gear" id="documenter-settings-button" href="#" title="Settings"></a><a class="docs-article-toggle-button fa-solid fa-chevron-up" id="documenter-article-toggle-button" href="javascript:;" title="Collapse all docstrings"></a></div></header><article class="content" id="documenter-page"><h1 id="AdvancedMH.jl"><a class="docs-heading-anchor" href="#AdvancedMH.jl">AdvancedMH.jl</a><a id="AdvancedMH.jl-1"></a><a class="docs-heading-anchor-permalink" href="#AdvancedMH.jl" title="Permalink"></a></h1><p>Documentation for AdvancedMH.jl</p><h2 id="Structs"><a class="docs-heading-anchor" href="#Structs">Structs</a><a id="Structs-1"></a><a class="docs-heading-anchor-permalink" href="#Structs" title="Permalink"></a></h2><article class="docstring"><header><a class="docstring-article-toggle-button fa-solid fa-chevron-down" href="javascript:;" title="Collapse docstring"></a><a class="docstring-binding" id="AdvancedMH.MetropolisHastings" href="#AdvancedMH.MetropolisHastings"><code>AdvancedMH.MetropolisHastings</code></a> — <span class="docstring-category">Type</span><span class="is-flex-grow-1 docstring-article-toggle-button" title="Collapse docstring"></span></header><section><div><pre><code class="language-julia hljs">MetropolisHastings{D}</code></pre><p><code>MetropolisHastings</code> has one field, <code>proposal</code>. <code>proposal</code> is a <code>Proposal</code>, <code>NamedTuple</code> of <code>Proposal</code>, or <code>Array{Proposal}</code> in the shape of your data. For example, if you wanted the sampler to return a <code>NamedTuple</code> with shape</p><pre><code class="language-julia hljs">x = (a = 1.0, b=3.8)</code></pre><p>The proposal would be</p><pre><code class="language-julia hljs">proposal = (a=StaticProposal(Normal(0,1)), b=StaticProposal(Normal(0,1)))</code></pre><p>Other allowed proposals are</p><pre><code class="nohighlight hljs">p1 = StaticProposal(Normal(0,1))
p2 = StaticProposal([Normal(0,1), InverseGamma(2,3)])
p3 = StaticProposal((a=Normal(0,1), b=InverseGamma(2,3)))
p4 = StaticProposal((x=1.0) -&gt; Normal(x, 1))</code></pre><p>The sampler is constructed using</p><pre><code class="language-julia hljs">spl = MetropolisHastings(proposal)</code></pre><p>When using <code>MetropolisHastings</code> with the function <code>sample</code>, the following keyword arguments are allowed:</p><ul><li><code>initial_params</code> defines the initial parameterization for your model. If</li></ul><p>none is given, the initial parameters will be drawn from the sampler&#39;s proposals.</p><ul><li><code>param_names</code> is a vector of strings to be assigned to parameters. This is only</li></ul><p>used if <code>chain_type=Chains</code>.</p><ul><li><code>chain_type</code> is the type of chain you would like returned to you. Supported</li></ul><p>types are <code>chain_type=Chains</code> if <code>MCMCChains</code> is imported, or <code>chain_type=StructArray</code> if <code>StructArrays</code> is imported.</p></div><a class="docs-sourcelink" target="_blank" href="https://github.com/TuringLang/AdvancedMH.jl/blob/9d5e12c4a3a4f415db771f262e8419543013f2d1/src/mh-core.jl#L1-L43">source</a></section></article><h2 id="Functions"><a class="docs-heading-anchor" href="#Functions">Functions</a><a id="Functions-1"></a><a class="docs-heading-anchor-permalink" href="#Functions" title="Permalink"></a></h2><article class="docstring"><header><a class="docstring-article-toggle-button fa-solid fa-chevron-down" href="javascript:;" title="Collapse docstring"></a><a class="docstring-binding" id="AdvancedMH.DensityModel" href="#AdvancedMH.DensityModel"><code>AdvancedMH.DensityModel</code></a> — <span class="docstring-category">Type</span><span class="is-flex-grow-1 docstring-article-toggle-button" title="Collapse docstring"></span></header><section><div><pre><code class="language-julia hljs">DensityModel{F} &lt;: AbstractModel</code></pre><p><code>DensityModel</code> wraps around a self-contained log-liklihood function <code>logdensity</code>.</p><p>Example:</p><pre><code class="language-julia hljs">l(x) = logpdf(Normal(), x)
DensityModel(l)</code></pre></div><a class="docs-sourcelink" target="_blank" href="https://github.com/TuringLang/AdvancedMH.jl/blob/9d5e12c4a3a4f415db771f262e8419543013f2d1/src/AdvancedMH.jl#L39-L50">source</a></section></article></article><nav class="docs-footer"><a class="docs-footer-prevpage" href="../">« AdvancedMH.jl</a><div class="flexbox-break"></div><p class="footer-message">Powered by <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> and the <a href="https://julialang.org/">Julia Programming Language</a>.</p></nav></div><div class="modal" id="documenter-settings"><div class="modal-background"></div><div class="modal-card"><header class="modal-card-head"><p class="modal-card-title">Settings</p><button class="delete"></button></header><section class="modal-card-body"><p><label class="label">Theme</label><div class="select"><select id="documenter-themepicker"><option value="auto">Automatic (OS)</option><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option><option value="catppuccin-latte">catppuccin-latte</option><option value="catppuccin-frappe">catppuccin-frappe</option><option value="catppuccin-macchiato">catppuccin-macchiato</option><option value="catppuccin-mocha">catppuccin-mocha</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 1.7.0 on <span class="colophon-date" title="Thursday 31 October 2024 08:47">Thursday 31 October 2024</span>. Using Julia version 1.11.1.</p></section><footer class="modal-card-foot"></footer></div></div></div></body></html>
p4 = StaticProposal((x=1.0) -&gt; Normal(x, 1))</code></pre><p>The sampler is constructed using</p><pre><code class="language-julia hljs">spl = MetropolisHastings(proposal)</code></pre><p>When using <code>MetropolisHastings</code> with the function <code>sample</code>, the following keyword arguments are allowed:</p><ul><li><code>initial_params</code> defines the initial parameterization for your model. If</li></ul><p>none is given, the initial parameters will be drawn from the sampler&#39;s proposals.</p><ul><li><code>param_names</code> is a vector of strings to be assigned to parameters. This is only</li></ul><p>used if <code>chain_type=Chains</code>.</p><ul><li><code>chain_type</code> is the type of chain you would like returned to you. Supported</li></ul><p>types are <code>chain_type=Chains</code> if <code>MCMCChains</code> is imported, or <code>chain_type=StructArray</code> if <code>StructArrays</code> is imported.</p></div><a class="docs-sourcelink" target="_blank" href="https://github.com/TuringLang/AdvancedMH.jl/blob/70e2976c4468ed853e9da7487bd1c493194667b0/src/mh-core.jl#L1-L43">source</a></section></article><h2 id="Functions"><a class="docs-heading-anchor" href="#Functions">Functions</a><a id="Functions-1"></a><a class="docs-heading-anchor-permalink" href="#Functions" title="Permalink"></a></h2><article class="docstring"><header><a class="docstring-article-toggle-button fa-solid fa-chevron-down" href="javascript:;" title="Collapse docstring"></a><a class="docstring-binding" id="AdvancedMH.DensityModel" href="#AdvancedMH.DensityModel"><code>AdvancedMH.DensityModel</code></a> — <span class="docstring-category">Type</span><span class="is-flex-grow-1 docstring-article-toggle-button" title="Collapse docstring"></span></header><section><div><pre><code class="language-julia hljs">DensityModel{F} &lt;: AbstractModel</code></pre><p><code>DensityModel</code> wraps around a self-contained log-liklihood function <code>logdensity</code>.</p><p>Example:</p><pre><code class="language-julia hljs">l(x) = logpdf(Normal(), x)
DensityModel(l)</code></pre></div><a class="docs-sourcelink" target="_blank" href="https://github.com/TuringLang/AdvancedMH.jl/blob/70e2976c4468ed853e9da7487bd1c493194667b0/src/AdvancedMH.jl#L38-L49">source</a></section></article></article><nav class="docs-footer"><a class="docs-footer-prevpage" href="../">« AdvancedMH.jl</a><div class="flexbox-break"></div><p class="footer-message">Powered by <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> and the <a href="https://julialang.org/">Julia Programming Language</a>.</p></nav></div><div class="modal" id="documenter-settings"><div class="modal-background"></div><div class="modal-card"><header class="modal-card-head"><p class="modal-card-title">Settings</p><button class="delete"></button></header><section class="modal-card-body"><p><label class="label">Theme</label><div class="select"><select id="documenter-themepicker"><option value="auto">Automatic (OS)</option><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option><option value="catppuccin-latte">catppuccin-latte</option><option value="catppuccin-frappe">catppuccin-frappe</option><option value="catppuccin-macchiato">catppuccin-macchiato</option><option value="catppuccin-mocha">catppuccin-mocha</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 1.7.0 on <span class="colophon-date" title="Thursday 31 October 2024 13:00">Thursday 31 October 2024</span>. Using Julia version 1.11.1.</p></section><footer class="modal-card-foot"></footer></div></div></div></body></html>
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# Sample from the posterior.
chain = sample(model, spl, 100000; initial_params=ones(2), chain_type=StructArray, param_names=[&quot;μ&quot;, &quot;σ&quot;])</code></pre><h3 id="Usage-with-[LogDensityProblems.jl](https://github.com/tpapp/LogDensityProblems.jl)-2"><a class="docs-heading-anchor" href="#Usage-with-[LogDensityProblems.jl](https://github.com/tpapp/LogDensityProblems.jl)-2">Usage with <a href="https://github.com/tpapp/LogDensityProblems.jl"><code>LogDensityProblems.jl</code></a></a><a class="docs-heading-anchor-permalink" href="#Usage-with-[LogDensityProblems.jl](https://github.com/tpapp/LogDensityProblems.jl)-2" title="Permalink"></a></h3><p>As above, we can define the model with the LogDensityProblems.jl interface. We can implement the gradient of the log density function manually, or use <a href="https://github.com/tpapp/LogDensityProblemsAD.jl"><code>LogDensityProblemsAD.jl</code></a> to provide us with the gradient computation used in MALA. Using our implementation of the <code>LogDensityProblems.jl</code> interface above:</p><pre><code class="language-julia hljs">using LogDensityProblemsAD
model_with_ad = LogDensityProblemsAD.ADgradient(Val(:ForwardDiff), LogTargetDensity())
sample(model_with_ad, spl, 100000; initial_params=ones(2), chain_type=StructArray, param_names=[&quot;μ&quot;, &quot;σ&quot;])</code></pre></article><nav class="docs-footer"><a class="docs-footer-nextpage" href="api/">AdvancedMH.jl »</a><div class="flexbox-break"></div><p class="footer-message">Powered by <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> and the <a href="https://julialang.org/">Julia Programming Language</a>.</p></nav></div><div class="modal" id="documenter-settings"><div class="modal-background"></div><div class="modal-card"><header class="modal-card-head"><p class="modal-card-title">Settings</p><button class="delete"></button></header><section class="modal-card-body"><p><label class="label">Theme</label><div class="select"><select id="documenter-themepicker"><option value="auto">Automatic (OS)</option><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option><option value="catppuccin-latte">catppuccin-latte</option><option value="catppuccin-frappe">catppuccin-frappe</option><option value="catppuccin-macchiato">catppuccin-macchiato</option><option value="catppuccin-mocha">catppuccin-mocha</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 1.7.0 on <span class="colophon-date" title="Thursday 31 October 2024 08:47">Thursday 31 October 2024</span>. Using Julia version 1.11.1.</p></section><footer class="modal-card-foot"></footer></div></div></div></body></html>
sample(model_with_ad, spl, 100000; initial_params=ones(2), chain_type=StructArray, param_names=[&quot;μ&quot;, &quot;σ&quot;])</code></pre></article><nav class="docs-footer"><a class="docs-footer-nextpage" href="api/">AdvancedMH.jl »</a><div class="flexbox-break"></div><p class="footer-message">Powered by <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> and the <a href="https://julialang.org/">Julia Programming Language</a>.</p></nav></div><div class="modal" id="documenter-settings"><div class="modal-background"></div><div class="modal-card"><header class="modal-card-head"><p class="modal-card-title">Settings</p><button class="delete"></button></header><section class="modal-card-body"><p><label class="label">Theme</label><div class="select"><select id="documenter-themepicker"><option value="auto">Automatic (OS)</option><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option><option value="catppuccin-latte">catppuccin-latte</option><option value="catppuccin-frappe">catppuccin-frappe</option><option value="catppuccin-macchiato">catppuccin-macchiato</option><option value="catppuccin-mocha">catppuccin-mocha</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 1.7.0 on <span class="colophon-date" title="Thursday 31 October 2024 13:00">Thursday 31 October 2024</span>. Using Julia version 1.11.1.</p></section><footer class="modal-card-foot"></footer></div></div></div></body></html>

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