CUQIpy 1.0.0.post0.dev337__py3-none-any.whl → 1.0.0.post0.dev360__py3-none-any.whl

{CUQIpy-1.0.0.post0.dev337.dist-info → CUQIpy-1.0.0.post0.dev360.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: CUQIpy
-Version: 1.0.0.post0.dev337
+Version: 1.0.0.post0.dev360
 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-1.0.0.post0.dev337.dist-info → CUQIpy-1.0.0.post0.dev360.dist-info}/RECORD

@@ -1,6 +1,6 @@
 cuqi/__init__.py,sha256=LsGilhl-hBLEn6Glt8S_l0OJzAA1sKit_rui8h-D-p0,488
 cuqi/_messages.py,sha256=fzEBrZT2kbmfecBBPm7spVu7yHdxGARQB4QzXhJbCJ0,415
-cuqi/_version.py,sha256=bop6laBkqMl8sVGPBD_LKMsjPG6Dv1XBkb3SMN2t8KY,510
+cuqi/_version.py,sha256=cS-WO8xKjlj6I1M1dMYpxgIX4PiSHuwIh3aCZqcJy_8,510
 cuqi/config.py,sha256=wcYvz19wkeKW2EKCGIKJiTpWt5kdaxyt4imyRkvtTRA,526
 cuqi/diagnostics.py,sha256=5OrbJeqpynqRXOe5MtOKKhe7EAVdOEpHIqHnlMW9G_c,3029
 cuqi/array/__init__.py,sha256=-EeiaiWGNsE3twRS4dD814BIlfxEsNkTCZUc5gjOXb0,30
@@ -14,7 +14,7 @@ cuqi/data/cookie.png,sha256=mr6wUeoIUc5VC2qYj8vafOmTbcRwz0fHz4IIPK9_PnE,984680
 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/__init__.py,sha256=qKt5uV5E988Zj3LIz0mgk3yICWKY2uoOq4vqLCETrdg,667
 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
@@ -28,23 +28,25 @@ cuqi/distribution/_joint_distribution.py,sha256=jRsV1Dt-pW6sG_xNqF0TugeVKDJY4Kh5
 cuqi/distribution/_laplace.py,sha256=5exLvlzJm2AgfvZ3KUSkjfwlGwwbsktBxP8z0iLMik8,1401
 cuqi/distribution/_lmrf.py,sha256=rdGoQ-fPe1oW6Z29P-l3woq0NX3_RxUQ2rzm1VzemNM,3290
 cuqi/distribution/_lognormal.py,sha256=st1Uhf67qy2Seo65hA88JQ7lkEjQkW6KxznXahF_0SU,2844
+cuqi/distribution/_modifiedhalfnormal.py,sha256=gB9fj10hdMvr05aa_xhAirJATLqKh1gpbdSs2pRoAVM,7267
 cuqi/distribution/_normal.py,sha256=UeoTtGDT7YSf4ZNo2amlVF9K-YQpYbf8q76jcRJTVFw,1914
 cuqi/distribution/_posterior.py,sha256=zAfL0GECxekZ2lBt1W6_LN0U_xskMwK4VNce5xAF7ig,5018
 cuqi/distribution/_uniform.py,sha256=7xJmCZH_LPhuGkwEDGh-_CTtzcWKrXMOxtTJUFb7Ydo,1607
 cuqi/experimental/__init__.py,sha256=vhZvyMX6rl8Y0haqCzGLPz6PSUKyu75XMQbeDHqTTrw,83
-cuqi/experimental/mcmc/__init__.py,sha256=TyN_CASRnTcUBQYxoYUeSUBhorLzVwgPQaY72-6hXm8,537
+cuqi/experimental/mcmc/__init__.py,sha256=0Vk_MzfE_9tvqQRgR6_3nkjSe_D3vgFqVM9pFrXN2iQ,581
 cuqi/experimental/mcmc/_conjugate.py,sha256=qYrBvZ9wNK4oBz0c0RRUtQkbpPIHI3BvBYSLRw8ok5k,3757
 cuqi/experimental/mcmc/_conjugate_approx.py,sha256=JQe9gmnNespCxSP6vaZWfizFvUWUh8Jn-jRqsJYyNeM,2839
-cuqi/experimental/mcmc/_cwmh.py,sha256=dbvmy6Fyr_xszbO3YmYcRsDaRRtQfPimLo6rbp0II6M,6898
+cuqi/experimental/mcmc/_cwmh.py,sha256=-TM_S_UtD5ljEfXGEUpYImxNx3JXppIKTSpoWen7kP8,7142
 cuqi/experimental/mcmc/_direct.py,sha256=E3UevdJ_DLk2wL0lid1TTKkdmgnIMJ5Ihr7iM1jU8KI,738
 cuqi/experimental/mcmc/_gibbs.py,sha256=z6YOCiBM1YuZbQHfdmsArR-pT61dsS14F_O4kUxsNYM,10638
 cuqi/experimental/mcmc/_hmc.py,sha256=0sZMHtnNFGGtQdzpx-cgqA0xyfvGy7r4K62RH3AQNa4,19285
 cuqi/experimental/mcmc/_langevin_algorithm.py,sha256=n6WRQooKuUDjmqF-CtpcSNFDvaHCgLKhWxX-hi7h_ZA,8224
 cuqi/experimental/mcmc/_laplace_approximation.py,sha256=VVLOKQWZViT1CZg5RDiycG6trpKdQg94aQCKrAdSl2g,5707
-cuqi/experimental/mcmc/_mh.py,sha256=6yQjdpx3fMKvescRFL94Ik-ALTKi0BwBRXbTsIsck-I,2630
+cuqi/experimental/mcmc/_mh.py,sha256=r1RNQLuOaT_WlHvCwS2StsgNAOeTD36z2fOzUtbGhHk,2842
 cuqi/experimental/mcmc/_pcn.py,sha256=T4T32mfoii3k6Jfz0qxPQbwdh6wdVOxttiEP7NWaZzg,3386
 cuqi/experimental/mcmc/_rto.py,sha256=wzlqm8waT6mB-3RFtMz-PlSUa1Yy3dfUoyKKahTaey4,10086
 cuqi/experimental/mcmc/_sampler.py,sha256=4dh9XVALkD3Ro9vkLZkNoFNge7Xv8QRbjh4LB7NY0HI,20073
+cuqi/experimental/mcmc/_utilities.py,sha256=qrSq8hvK_G2rSxYYfR5psk4sbTe7098TS5QNu13THeE,528
 cuqi/geometry/__init__.py,sha256=Tz1WGzZBY-QGH3c0GiyKm9XHN8MGGcnU6TUHLZkzB3o,842
 cuqi/geometry/_geometry.py,sha256=WYFC-4_VBTW73b2ldsnfGYKvdSiCE8plr89xTSmkadg,46804
 cuqi/implicitprior/__init__.py,sha256=ZRZ9fgxgEl5n0A9F7WCl1_jid-GUiC8ZLkyTmGQmFlY,100
@@ -81,8 +83,8 @@ cuqi/testproblem/_testproblem.py,sha256=x769LwwRdJdzIiZkcQUGb_5-vynNTNALXWKato7s
 cuqi/utilities/__init__.py,sha256=T4tLsC215MknBCsw_C0Qeeg_ox26aDUrCA5hbWvNQkU,387
 cuqi/utilities/_get_python_variable_name.py,sha256=QwlBVj2koJRA8s8pWd554p7-ElcI7HUwY32HknaR92E,1827
 cuqi/utilities/_utilities.py,sha256=MWAqV6L5btMpWwlUzrZYuV2VeSpfTbOaLRMRkuw2WIA,8509
-CUQIpy-1.0.0.post0.dev337.dist-info/LICENSE,sha256=kJWRPrtRoQoZGXyyvu50Uc91X6_0XRaVfT0YZssicys,10799
-CUQIpy-1.0.0.post0.dev337.dist-info/METADATA,sha256=d44JgxdIjhKP_Z33mhZ3vll3JbJrLsxAIIIpFh6N6WU,18393
-CUQIpy-1.0.0.post0.dev337.dist-info/WHEEL,sha256=GJ7t_kWBFywbagK5eo9IoUwLW6oyOeTKmQ-9iHFVNxQ,92
-CUQIpy-1.0.0.post0.dev337.dist-info/top_level.txt,sha256=AgmgMc6TKfPPqbjV0kvAoCBN334i_Lwwojc7HE3ZwD0,5
-CUQIpy-1.0.0.post0.dev337.dist-info/RECORD,,
+CUQIpy-1.0.0.post0.dev360.dist-info/LICENSE,sha256=kJWRPrtRoQoZGXyyvu50Uc91X6_0XRaVfT0YZssicys,10799
+CUQIpy-1.0.0.post0.dev360.dist-info/METADATA,sha256=zYqabNMLjZdQ55Z_bQyptCZ2QV-N5FLCF7G05No2jK8,18393
+CUQIpy-1.0.0.post0.dev360.dist-info/WHEEL,sha256=mguMlWGMX-VHnMpKOjjQidIo1ssRlCFu4a4mBpz1s2M,91
+CUQIpy-1.0.0.post0.dev360.dist-info/top_level.txt,sha256=AgmgMc6TKfPPqbjV0kvAoCBN334i_Lwwojc7HE3ZwD0,5
+CUQIpy-1.0.0.post0.dev360.dist-info/RECORD,,

{CUQIpy-1.0.0.post0.dev337.dist-info → CUQIpy-1.0.0.post0.dev360.dist-info}/WHEEL

@@ -1,5 +1,5 @@
 Wheel-Version: 1.0
-Generator: bdist_wheel (0.43.0)
+Generator: setuptools (70.1.1)
 Root-Is-Purelib: true
 Tag: py3-none-any
 

cuqi/_version.py

@@ -8,11 +8,11 @@ import json
 
 version_json = '''
 {
- "date": "2024-06-11T10:55:36+0200",
+ "date": "2024-07-01T14:33:09+0200",
  "dirty": false,
  "error": null,
- "full-revisionid": "b3c53f2ac21c807186dc35053421615c1cb3f205",
- "version": "1.0.0.post0.dev337"
+ "full-revisionid": "4da44104c9163182cd1eeb31fb4678a2893111fe",
+ "version": "1.0.0.post0.dev360"
 }
 '''  # END VERSION_JSON
 

cuqi/distribution/__init__.py

@@ -3,6 +3,7 @@ from ._beta import Beta
 from ._cauchy import Cauchy
 from ._cmrf import CMRF
 from ._gamma import Gamma
+from ._modifiedhalfnormal import ModifiedHalfNormal
 from ._gaussian import Gaussian, JointGaussianSqrtPrec
 from ._gmrf import GMRF
 from ._inverse_gamma import InverseGamma

cuqi/distribution/_modifiedhalfnormal.py

@@ -0,0 +1,184 @@
+import numpy as np
+import scipy.stats as sps
+import scipy.special as special
+from cuqi.distribution import Distribution
+from cuqi.utilities import force_ndarray
+
+class ModifiedHalfNormal(Distribution):
+    """
+    Represents a modified half-normal (MHN) distribution, a three-parameter family of distributions generalizing the Gamma distribution.
+    The distribution is continuous with pdf 
+    f(x; alpha, beta, gamma) propto x^(alpha-1) * exp(-beta * x^2 + gamma * x)
+
+    The MHN generalizes the half-normal distribution, because
+    f(x; 1, beta, 0) propto exp(-beta * x^2)
+
+    The MHN generalizes the gamma distribution because
+    f(x; alpha, 0, -gamma) propto x^(alpha-1) * exp(- gamma * x)
+
+    Reference:
+    [1] Sun, et al. "The Modified-Half-Normal distribution: Properties and an efficient sampling scheme." Communications in Statistics-Theory and Methods
+    
+    Parameters
+    ----------
+    alpha : float
+        The polynomial exponent parameter of the MHN distribution. Must be positive.
+
+    beta : float
+        The quadratic exponential parameter of the MHN distribution. Must be positive.
+
+    gamma : float
+        The linear exponential parameter of the MHN distribution.
+
+    """
+    def __init__(self, alpha=None, beta=None, gamma=None, is_symmetric=False, **kwargs):
+        # Init from abstract distribution class
+        super().__init__(is_symmetric=is_symmetric, **kwargs) 
+
+        self._alpha = alpha
+        self._beta = beta
+        self._gamma = gamma
+
+    @property
+    def alpha(self):
+        """ The polynomial exponent parameter of the MHN distribution. Must be positive. """
+        return self._alpha
+    
+    @alpha.setter
+    def shape(self, value):
+        self._shape = force_ndarray(value, flatten=True)
+
+    @property
+    def beta(self):
+        """ The quadratic exponential parameter of the MHN distribution. Must be positive. """
+        return self._alpha
+    
+    @beta.setter
+    def beta(self, value):
+        self._beta = force_ndarray(value, flatten=True)
+
+    @property
+    def gamma(self):
+        """ The linear exponential parameter of the MHN distribution. """
+        return self._alpha
+    
+    @gamma.setter
+    def gamma(self, value):
+        self._gamma = force_ndarray(value, flatten=True)
+
+    def logpdf(self, x): # Unnormalized
+        return np.sum((self.alpha - 1)*np.log(x) - self.beta * x * x + self.gamma * x)
+
+    def _gradient_scalar(self, val):
+        if val <= 0.0:
+            return np.nan
+        return (self.alpha - 1)/val - 2*self.beta*val + self.gamma
+
+    def _gradient(self, val, *args, **kwargs):
+        if hasattr(self.alpha, '__iter__'):
+            return np.array([self._gradient_scalar(v) for v in val])
+        else:
+            return np.array([self.dim*[self._gradient_scalar(v)] for v in val])
+    
+    def _MHN_sample_gamma_proposal(self, alpha, beta, gamma, rng, delta=None):
+        """
+            Sample from a modified half-normal distribution using a Gamma distribution proposal.
+        """
+        if delta is None:
+            delta = beta + (gamma*gamma - gamma*np.sqrt(gamma*gamma + 8*beta*alpha))/(4*alpha)
+            
+        while True:
+            T = rng.gamma(alpha/2, 1.0/delta)
+            X = np.sqrt(T)
+            U = rng.uniform()
+            if X > 0 and np.log(U) < -(beta-delta)*T + gamma*X - gamma*gamma/(4*(beta-delta)):
+                return X
+            
+    def _MHN_sample_normal_proposal(self, alpha, beta, gamma, mu, rng):
+        """
+            Sample from a modified half-normal distribution using a Normal/Gaussian distribution proposal.
+        """
+        if mu is None:
+            mu = (gamma + np.sqrt(gamma*gamma + 8*beta*(alpha - 1)))/(4*beta)    
+        
+        while True:
+            X = rng.normal(mu, np.sqrt(0.5/beta))
+            U = rng.uniform()
+            if X > 0 and np.log(U) < (alpha-1)*np.log(X) - np.log(mu) + (2*beta*mu-gamma)*(mu-X):
+                return X
+
+    def _MHN_sample_positive_gamma_1(self, alpha, beta, gamma, rng):
+        """
+            Sample from a modified half-normal distribution, assuming alpha is greater than one and gamma is positive.
+        """
+        if gamma <= 0.0:
+            raise ValueError("gamma needs to be positive")
+            
+        if alpha <= 1.0:
+            raise ValueError("alpha needs to be greater than 1.0")
+
+        # Decide whether to use Normal or sqrt(Gamma) proposals for acceptance-rejectance scheme
+        mu = (gamma + np.sqrt(gamma*gamma + 8*beta*(alpha - 1)))/(4*beta)
+        K1  = 2*np.sqrt(np.pi)
+        K1 *= np.power((np.sqrt(beta)*(alpha-1))/(2*beta*mu-gamma), alpha - 1)
+        K1 *= np.exp(-(alpha-1)+beta*mu*mu)
+        
+        delta = beta + (gamma*gamma - gamma*np.sqrt(gamma*gamma + 8*beta*alpha))/(4*alpha)
+        K2  = np.power(beta/delta, 0.5*alpha)
+        K2 *= special.gamma(alpha/2.0)
+        K2 *= np.exp(gamma*gamma/(4*(beta-delta)))
+
+        if K2 > K1: # Use normal proposal
+            return self._MHN_sample_normal_proposal(alpha, beta, gamma, mu, rng)
+        else: # Use sqrt(gamma) proposal
+            return self._MHN_sample_gamma_proposal(alpha, beta, gamma, rng, delta)
+
+    def _MHN_sample_negative_gamma(self, alpha, beta, gamma, rng, m=None):
+        """
+            Sample from a modified half-normal distribution, assuming gamma is negative.
+            The argument 'm' is the matching point, see Algorithm 3 from [1] for details.
+        """
+        if gamma > 0.0:
+            raise ValueError("gamma needs to be negative")
+            
+        if m is None:
+            if alpha <= 1.0:
+                m = 1.0
+            else:
+                m = "mode"
+        
+        # The acceptance rate of this choice is at least 0.5*sqrt(2) approx 70.7 percent, according to Theorem 4 from [1].
+        if isinstance(m, str) and m.lower() == "mode":
+            m = (gamma + np.sqrt(gamma*gamma + 8*beta*alpha))/(4*beta)
+
+        while True:
+            val1 = (beta*m-gamma)/(2*beta*m-gamma)
+            val2 = m*(beta*m-gamma)
+            T = rng.gamma(alpha*val1, 1.0/val2)
+            X = m*np.power(T,val1)
+            U = rng.uniform()
+            if np.log(U) < val2*T-beta*X*X+gamma*X:
+                return X
+            
+    def _MHN_sample(self, alpha, beta, gamma, m=None, rng=None):
+        """
+        Sample from a modified half-normal distribution using an algorithm from [1].
+        """
+        if rng == None:
+            rng = np.random
+
+        if gamma <= 0.0:
+            return self._MHN_sample_negative_gamma(alpha, beta, gamma, m=m, rng=rng)
+        
+        if alpha > 1:
+            return self._MHN_sample_positive_gamma_1(alpha, beta, gamma, rng=rng)
+        
+        return self._MHN_sample_gamma_proposal(alpha, beta, gamma, rng=rng)
+
+    def _sample(self, N, rng=None):
+        if hasattr(self.alpha, '__getitem__'):
+            return np.array([self._MHN_sample(self.alpha[i], self.beta[i], self.gamma[i], rng=rng) for i in range(N)])
+        else:
+            return np.array([self._MHN_sample(self.alpha, self.beta, self.gamma, rng=rng) for i in range(N)])
+
+            

cuqi/experimental/mcmc/__init__.py

@@ -12,3 +12,4 @@ from ._gibbs import HybridGibbsNew
 from ._conjugate import ConjugateNew
 from ._conjugate_approx import ConjugateApproxNew
 from ._direct import DirectNew
+from ._utilities import find_valid_samplers

cuqi/experimental/mcmc/_cwmh.py

@@ -100,6 +100,9 @@ class CWMHNew(ProposalBasedSamplerNew):
             raise ValueError(
                 "Target should be an instance of "+\
                 f"{cuqi.density.Density.__class__.__name__}")
+        # Fail when there is no log density, which is currently assumed to be the case in case NaN is returned.
+        if np.isnan(self.target.logd(self._default_initial_point)):
+            raise ValueError("Target does not have valid logd")
         
     def validate_proposal(self):
         if not isinstance(self.proposal, cuqi.distribution.Distribution):

cuqi/experimental/mcmc/_mh.py

@@ -32,7 +32,9 @@ class MHNew(ProposalBasedSamplerNew):
         self._scale_temp = self.scale
 
     def validate_target(self):
-        pass # All targets are valid
+        # Fail only when there is no log density, which is currently assumed to be the case in case NaN is returned.
+        if np.isnan(self.target.logd(self._default_initial_point)):
+            raise ValueError("Target does not have valid logd")
 
     def validate_proposal(self):
         if not isinstance(self.proposal, cuqi.distribution.Distribution):

cuqi/experimental/mcmc/_utilities.py

@@ -0,0 +1,17 @@
+import cuqi
+import inspect
+
+def find_valid_samplers(target):
+    """ Finds all samplers in the cuqi.experimental.mcmc module that accept the provided target. """
+
+    all_samplers = [(name, cls) for name, cls in inspect.getmembers(cuqi.experimental.mcmc, inspect.isclass) if issubclass(cls, cuqi.experimental.mcmc.SamplerNew)]
+    valid_samplers = []
+
+    for name, sampler in all_samplers:
+        try:
+            sampler(target)
+            valid_samplers += [name]
+        except:
+            pass
+
+    return valid_samplers