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Issue#149 differential evolution mcmc #158

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merged 15 commits into from
Jan 12, 2018

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ben18785
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Need to add more recent DE variants.
Need to (ideall) allow for burn-in selection of crossover distribution as per the paper.
Including a comment to ignore flake8 on a few lines as it is stopping me write perfectly fine code due to alignment.
"pints.plot.pairwise(stacked, kde=False)\n",
"\n",
"plt.show()"

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We probably want the examples to be more consistent. We can either split the two examples or we can also do one that use the same data and compare the performance of different MCMC algorithms?

I will split the two first.

self._num_chains = num_chains


def R_draw(i, num_chains):
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Should we make this to a hidden method? e.g. _R_draw and add some comments?


1. Select proposal:

x_proposed = x[i,r] + (1 + e) * gamma(delta, d, p_g) *
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Can we possibly use LaTex format? Probably hard to read these equations in the documentation. (see above -- line 217)



class DreamMCMC(pints.MCMC):
"""
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Can we do something like r""" ... $equation$ ... """ to make things in LaTex format? @MichaelClerx probably have more ideas on this.

@ben18785 ben18785 merged commit 6ee8e54 into master Jan 12, 2018
@MichaelClerx MichaelClerx deleted the issue#149-differential-evolution-mcmc branch January 31, 2018 15:02
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