SepiaMCMC¶

Each SepiaParam object can contain a SepiaMCMC object to keep track of proposals, step types, and MCMC draws.

class sepia.SepiaMCMC(parent, stepType='Uniform', stepParam=0.1)¶

MCMC object to store step type, step parameters, draw candidates, accept/reject, and record draws.

Variables

stepType (string) – MCMC step type in [‘PropMH’, ‘Uniform’, ‘BetaRho’, ‘Recorder’]
stepParam (numpy.ndarray/NoneType) – step size params with shape param.val_shape, or None if using ‘Recorder’
parent (sepia.SepiaParam) – instantiated sepia.SepiaParam parameter object that this MCMC object corresponds to
draws (list) – list of MCMC draws (typically list of arrays, each of shape param.val_shape)
aCorr (float) – for MH correction

Initialize MCMC object.

Parameters

parent (sepia.SepiaParam) – instantiated sepia.SepiaParam parameter object that this MCMC object corresponds to
stepType (string) – MCMC step type in ‘PropMH’, ‘Uniform’, ‘BetaRho’, ‘Recorder’
stepParam (numpy.ndarray/NoneType) – step size params with shape param.val_shape, or None if using ‘Recorder’

Note

Typically not directly instantiated, but created by sepia.SepiaModel constructor.

draw_candidate(arr_ind, do_propMH)¶

Draw MCMC candidate for single variable/index.

Parameters

arr_ind (numpy.ndarray) – array index for variable of interest within parent sepia.SepiaParam object values
do_propMH (bool) – do propMH for variables where stepType = ‘propMH’?

Returns

scalar candidate value

Raises

ValueError – if stepType is not one of the supported values

record(x=None)¶

Record value into MCMC draws.

Parameters: x (numpy.ndarray/NoneType) – optionally, a value to record; otherwise, current parent.val is used.

reject(ind, model)¶

Reject candidate by restoring model to previous state.

Parameters