Melvin Alvarez
22 lines
482 B
Markdown
22 lines
482 B
Markdown
# API: mcmc_sample
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```python
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from optimizr import mcmc_sample
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samples = mcmc_sample(
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log_likelihood_fn,
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data,
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initial_params,
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param_bounds,
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n_samples=10000,
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burn_in=1000,
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proposal_std=0.1,
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)
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```
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- `log_likelihood_fn(params, data) -> float`
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- `data`: np.ndarray passed through to the likelihood
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- `initial_params`: np.ndarray starting point
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- `param_bounds`: list of `(min, max)` tuples
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- Returns `samples: np.ndarray` of shape `(n_samples, n_params)`
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