CUQIpy 0.8.0.post0.dev82__py3-none-any.whl → 0.8.0.post0.dev92__py3-none-any.whl

{CUQIpy-0.8.0.post0.dev82.dist-info → CUQIpy-0.8.0.post0.dev92.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: CUQIpy
-Version: 0.8.0.post0.dev82
+Version: 0.8.0.post0.dev92
 Summary: Computational Uncertainty Quantification for Inverse problems in Python
 Maintainer-email: "Nicolai A. B. Riis" <nabr@dtu.dk>, "Jakob S. Jørgensen" <jakj@dtu.dk>, "Amal M. Alghamdi" <amaal@dtu.dk>, Chao Zhang <chaz@dtu.dk>
 License: Apache License

{CUQIpy-0.8.0.post0.dev82.dist-info → CUQIpy-0.8.0.post0.dev92.dist-info}/RECORD

@@ -1,6 +1,6 @@
 cuqi/__init__.py,sha256=XX1aQmtltqgf2qhIc2ISxvBcQJ_oLnMwaYByBzsBkNs,461
 cuqi/_messages.py,sha256=fzEBrZT2kbmfecBBPm7spVu7yHdxGARQB4QzXhJbCJ0,415
-cuqi/_version.py,sha256=0vzNVkotpZiMe5YA4qiuns7UnkYRCushk3VHVvMY3y0,509
+cuqi/_version.py,sha256=QE1vOtj6T-IolXKLjvnTzaqtnoVhUuHMh2Fnly-qYqE,509
 cuqi/config.py,sha256=wcYvz19wkeKW2EKCGIKJiTpWt5kdaxyt4imyRkvtTRA,526
 cuqi/diagnostics.py,sha256=5OrbJeqpynqRXOe5MtOKKhe7EAVdOEpHIqHnlMW9G_c,3029
 cuqi/array/__init__.py,sha256=-EeiaiWGNsE3twRS4dD814BIlfxEsNkTCZUc5gjOXb0,30
@@ -15,12 +15,12 @@ cuqi/data/satellite.mat,sha256=a0Nz_Ak-Y0m360dH74pa_rpk-MhaQ91ftGTKhQX7I8g,16373
 cuqi/density/__init__.py,sha256=0zfVcPgqdqiPkss5n_WP_PUt-G3ovHXjokhqEKIlLwA,48
 cuqi/density/_density.py,sha256=BG7gtP0cbFYLVgjYQGkNAhM95PR5ocBVLKRlOVX2PyM,7253
 cuqi/distribution/__init__.py,sha256=f85DzOHPvGec9nr_AIfp_THSuC4WN8ZUJMSLZrKClG8,615
-cuqi/distribution/_beta.py,sha256=xQ6nURJqB20j1A8YNnpKO9BUcb-kKUdq8QCmljlm9l4,2980
+cuqi/distribution/_beta.py,sha256=hdAc6Tbuz9Yqf76NSHxpaUgN7s6Z2lNV7YSRD3JhyCU,2997
 cuqi/distribution/_cauchy.py,sha256=UsVXYz8HhagXN5fIWSAIyELqhsJAX_-wk9kkRGgRmA8,3296
 cuqi/distribution/_cmrf.py,sha256=tCbEulM_O7FB3C_W-3IqZp9zGHkTofCdFF0ybHc9UZI,3745
 cuqi/distribution/_custom.py,sha256=uUJwGlGjcMY89mIyu9nFI3OafLOMgn8uAEMfCbTDzi0,10661
 cuqi/distribution/_distribution.py,sha256=Qh8Yq-rtKh9xgog-2bo7d4-o0vaW_aAt5LaGbXlgX0U,17951
-cuqi/distribution/_gamma.py,sha256=GGsbIeHQhzUb1eTNeARcLXjJqcZ5iZWvaDaNsfJv9N0,1303
+cuqi/distribution/_gamma.py,sha256=9vljt5iaBDCHRhrVCMLc2RWDuBchZRQcv9buJMDYPlM,3434
 cuqi/distribution/_gaussian.py,sha256=Ymllxg7ZQE24ss0oVgtPII4Hx4-xy3x1tAb01_-4i_U,33026
 cuqi/distribution/_gmrf.py,sha256=OwId8qQWEtmC2fxVhL4iBHZnc8ZCrZzfV6yGXDE3k30,9522
 cuqi/distribution/_inverse_gamma.py,sha256=XRcNGW_jzORL08V7VvtsuMUoQioBAGbN12qe8hCXJvg,3309
@@ -47,7 +47,7 @@ cuqi/pde/_pde.py,sha256=WRkOYyIdT_T3aZepRh0aS9C5nBbUZUcHaA80iSRvgoo,12572
 cuqi/problem/__init__.py,sha256=JxJty4JqHTOqSG6NeTGiXRQ7OLxiRK9jvVq3lXLeIRw,38
 cuqi/problem/_problem.py,sha256=Irk4OlTAhZAX81excesi8ANokz2GSAS3z_mcvx8Wqdc,32018
 cuqi/sampler/__init__.py,sha256=D-dYa0gFgIwQukP8_VKhPGmlGKXbvVo7YqaET4SdAeQ,382
-cuqi/sampler/_conjugate.py,sha256=DlzNFluR51ohfYXzsD5HD7Qt50Mm_LZUL5nkoNTMgzo,2626
+cuqi/sampler/_conjugate.py,sha256=ztmUR3V3qZk9zelKx48ULnmMs_zKTDUfohc256VOIe8,2753
 cuqi/sampler/_conjugate_approx.py,sha256=xX-X71EgxGnZooOY6CIBhuJTs3dhcKfoLnoFxX3CO2g,1938
 cuqi/sampler/_cwmh.py,sha256=VlAVT1SXQU0yD5ZeR-_ckWvX-ifJrMweFFdFbxdfB_k,7775
 cuqi/sampler/_gibbs.py,sha256=N7qcePwMkRtxINN5JF0FaMIdDCXZGqsfKjfha_KHCck,8627
@@ -67,8 +67,8 @@ cuqi/testproblem/_testproblem.py,sha256=x769LwwRdJdzIiZkcQUGb_5-vynNTNALXWKato7s
 cuqi/utilities/__init__.py,sha256=EfxHLdsyDNugbmbzs43nV_AeKcycM9sVBjG9WZydagA,351
 cuqi/utilities/_get_python_variable_name.py,sha256=QwlBVj2koJRA8s8pWd554p7-ElcI7HUwY32HknaR92E,1827
 cuqi/utilities/_utilities.py,sha256=At3DOXRdF3GwLkVcM2FXooGyjAGfPkIM0bRzhTfLmWk,8046
-CUQIpy-0.8.0.post0.dev82.dist-info/LICENSE,sha256=kJWRPrtRoQoZGXyyvu50Uc91X6_0XRaVfT0YZssicys,10799
-CUQIpy-0.8.0.post0.dev82.dist-info/METADATA,sha256=_z7DAYrSpHj443n4zWkAPIVlpWdLUbhyhzWz4EaP5R4,18386
-CUQIpy-0.8.0.post0.dev82.dist-info/WHEEL,sha256=oiQVh_5PnQM0E3gPdiz09WCNmwiHDMaGer_elqB3coM,92
-CUQIpy-0.8.0.post0.dev82.dist-info/top_level.txt,sha256=AgmgMc6TKfPPqbjV0kvAoCBN334i_Lwwojc7HE3ZwD0,5
-CUQIpy-0.8.0.post0.dev82.dist-info/RECORD,,
+CUQIpy-0.8.0.post0.dev92.dist-info/LICENSE,sha256=kJWRPrtRoQoZGXyyvu50Uc91X6_0XRaVfT0YZssicys,10799
+CUQIpy-0.8.0.post0.dev92.dist-info/METADATA,sha256=9krqvItPH0RrEJpVaYemnNMjcJw3svPm6syoEK2gCy8,18386
+CUQIpy-0.8.0.post0.dev92.dist-info/WHEEL,sha256=oiQVh_5PnQM0E3gPdiz09WCNmwiHDMaGer_elqB3coM,92
+CUQIpy-0.8.0.post0.dev92.dist-info/top_level.txt,sha256=AgmgMc6TKfPPqbjV0kvAoCBN334i_Lwwojc7HE3ZwD0,5
+CUQIpy-0.8.0.post0.dev92.dist-info/RECORD,,

cuqi/_version.py

@@ -8,11 +8,11 @@ import json
 
 version_json = '''
 {
- "date": "2024-01-22T07:47:25+0100",
+ "date": "2024-02-19T05:04:22+0100",
  "dirty": false,
  "error": null,
- "full-revisionid": "26e399cc13e1d7bf982d16d1d345b6d6616dac92",
- "version": "0.8.0.post0.dev82"
+ "full-revisionid": "f274c4a7b3044d1ba3e9567bb167a1cdbea05283",
+ "version": "0.8.0.post0.dev92"
 }
 '''  # END VERSION_JSON
 

cuqi/distribution/_beta.py

@@ -69,7 +69,7 @@ class Beta(Distribution):
     def _sample(self, N=1, rng=None):
         return sps.beta.rvs(a=self.alpha, b=self.beta, size=(N,self.dim), random_state=rng).T
 
-    def _gradient(self, x):
+    def _gradient(self, x, *args, **kwargs):
         #Avoid complicated geometries that change the gradient.
         if not type(self.geometry) in _get_identity_geometries():
             raise NotImplementedError("Gradient not implemented for distribution {} with geometry {}".format(self,self.geometry))

cuqi/distribution/_gamma.py

@@ -1,37 +1,105 @@
 import numpy as np
-from scipy.special import loggamma, gammainc
+import scipy.stats as sps
 from cuqi.distribution import Distribution
+from cuqi.utilities import force_ndarray
 
 class Gamma(Distribution):
+    """
+    Represents a multivariate Gamma distribution characterized by shape and rate parameters of independent random variables x_i. Each is distributed according to the PDF function
+    
+    f(x_i; shape, rate) = rate^shape * x_i^(shape-1) * exp(-rate * x_i) / Gamma(shape)
 
+    where `shape` and `rate` are the parameters of the distribution, and Gamma is the Gamma function.
+
+    In case shape and/or rate are arrays, the pdf looks like
+
+    f(x_i; shape_i, rate_i) = rate_i^shape_i * x_i^(shape_i-1) * exp(-rate_i * x_i) / Gamma(shape_i)
+
+    Parameters
+    ----------
+    shape : float or array_like, optional
+        The shape parameter of the Gamma distribution. Must be positive.
+
+    rate : float or array_like, optional
+        The rate parameter of the Gamma distribution. Must be positive.
+
+    Examples
+    --------
+    .. code-block:: python
+
+        import numpy as np
+        import cuqi
+        import matplotlib.pyplot as plt
+
+        # Create a multivariate Gamma distribution with the same shape and rate parameters
+        shape = 1
+        rate = 1e-4
+        gamma_dist = cuqi.distribution.Gamma(shape=shape, rate=rate, geometry=10)
+
+        # Generate samples
+        samples = gamma_dist.sample(10000)
+
+        # Plot histogram of samples for index 0
+        samples.hist_chain(0, bins=70)
+
+
+    .. code-block:: python
+
+        import numpy as np
+        import cuqi
+        import matplotlib.pyplot as plt
+
+        # Create a multivariate Gamma distribution with different shape and rate parameters
+        shape = [1, 2, 3, 4, 5, 6, 7, 8, 9, 10]
+        rate = [1e-4, 1e-3, 1e-2, 1e-1, 1, 1e1, 1e2, 1e3, 1e4, 1e5]
+        gamma_dist = cuqi.distribution.Gamma(shape=shape, rate=rate)
+
+        # Generate samples
+        samples = gamma_dist.sample(10000)
+
+        # Plot histogram of samples for index 0
+        samples.hist_chain(0, bins=70)
+
+    """
     def __init__(self, shape=None, rate=None, is_symmetric=False, **kwargs):
         # Init from abstract distribution class
         super().__init__(is_symmetric=is_symmetric,**kwargs) 
 
-        # Init specific to this distribution
         self.shape = shape
-        self.rate = rate     
+        self.rate = rate
+
+    @property
+    def shape(self):
+        """ Shape parameter of the Gamma distribution. Must be positive. """
+        return self._shape
+    
+    @shape.setter
+    def shape(self, value):
+        self._shape = force_ndarray(value, flatten=True)
+
+    @property
+    def rate(self):
+        """ Rate parameter of the Gamma distribution. Must be positive. """
+        return self._rate
+    
+    @rate.setter
+    def rate(self, value):
+        self._rate = force_ndarray(value, flatten=True)
 
     @property
     def scale(self):
+        """ Scale parameter of the Gamma distribution. Must be positive. This is the inverse of the rate parameter. """
         return 1/self.rate
 
-    def pdf(self, x):
-        # sps.gamma.pdf(x, a=self.shape, loc=0, scale=self.scale)
-        # (self.rate**self.shape)/(gamma(self.shape)) * (x**(self.shape-1)*np.exp(-self.rate*x))
-        return np.exp(self.logpdf(x))
-
     def logpdf(self, x):
-        # sps.gamma.logpdf(x, a=self.shape, loc=0, scale=self.scale)
-        return (self.shape*np.log(self.rate)-loggamma(self.shape)) + ((self.shape-1)*np.log(x) - self.rate*x)
+        return np.sum(sps.gamma.logpdf(x, a=self.shape, loc=0, scale=self.scale))
 
     def cdf(self, x):
-        # sps.gamma.cdf(x, a=self.shape, loc=0, scale=self.scale)
-        return gammainc(self.shape, self.rate*x)
+        return np.prod(sps.gamma.cdf(x, a=self.shape, loc=0, scale=self.scale))
 
     def _sample(self, N, rng=None):
         if rng is not None:
-            return rng.gamma(shape=self.shape, scale=self.scale, size=(N))
+            return rng.gamma(shape=self.shape, scale=self.scale, size=(N, self.dim)).T
         else:
-            return np.random.gamma(shape=self.shape, scale=self.scale, size=(N))
+            return np.random.gamma(shape=self.shape, scale=self.scale, size=(N, self.dim)).T
             

cuqi/sampler/_conjugate.py

@@ -25,6 +25,8 @@ class Conjugate: # TODO: Subclass from Sampler once updated
             raise ValueError("Conjugate sampler only works with a Gaussian-type likelihood function")
         if not isinstance(target.prior, Gamma):
             raise ValueError("Conjugate sampler only works with Gamma prior")
+        if not target.prior.dim == 1:
+            raise ValueError("Conjugate sampler only works with univariate Gamma prior")
             
         if isinstance(target.likelihood.distribution, (RegularizedGaussian, RegularizedGMRF)) and target.likelihood.distribution.preset not in ["nonnegativity"]:
                raise ValueError("Conjugate sampler only works implicit regularized Gaussian likelihood with nonnegativity constraints")