CUQIpy 1.3.0.post0.dev383__py3-none-any.whl → 1.3.0.post0.dev401__py3-none-any.whl

cuqi/_version.py

@@ -8,11 +8,11 @@ import json
 
 version_json = '''
 {
- "date": "2025-09-12T11:00:39+0200",
+ "date": "2025-09-21T15:00:42+0200",
  "dirty": false,
  "error": null,
- "full-revisionid": "37e1d4431766233eccce97c09eb773486ed25032",
- "version": "1.3.0.post0.dev383"
+ "full-revisionid": "f08eb2ae4f6f5209d4a06a4e031bc61bb746ce01",
+ "version": "1.3.0.post0.dev401"
 }
 '''  # END VERSION_JSON
 

cuqi/distribution/_posterior.py

@@ -1,5 +1,6 @@
 from cuqi.geometry import _DefaultGeometry, _get_identity_geometries
 from cuqi.distribution import Distribution
+from cuqi.density import Density
 
 # ========================================================================
 class Posterior(Distribution):
@@ -25,6 +26,14 @@ class Posterior(Distribution):
         self.prior = prior 
         super().__init__(**kwargs)
 
+    def get_density(self, name) -> Density:
+        """ Return a density with the given name. """
+        if name == self.likelihood.name:
+            return self.likelihood
+        if name == self.prior.name:
+            return self.prior
+        raise ValueError(f"No density with name {name}.")
+
     @property
     def data(self):
         return self.likelihood.data

cuqi/experimental/mcmc/_gibbs.py

@@ -1,7 +1,6 @@
-from cuqi.distribution import JointDistribution
+from cuqi.distribution import JointDistribution, Posterior
 from cuqi.experimental.mcmc import Sampler
 from cuqi.samples import Samples, JointSamples
-from cuqi.experimental.mcmc import NUTS
 from typing import Dict
 import numpy as np
 import warnings
@@ -36,11 +35,10 @@ class HybridGibbs:
     Gelman et al. "Bayesian Data Analysis" (2014), Third Edition
     for more details.
 
-    In each Gibbs step, the corresponding sampler has the initial_point 
-    and initial_scale (if applicable) set to the value of the previous step
-    and the sampler is reinitialized. This means that the sampling is not 
-    fully stateful at this point. This means samplers like NUTS will lose
-    their internal state between Gibbs steps.
+    In each Gibbs step, the corresponding sampler state and history are stored, 
+    then the sampler is reinitialized. After reinitialization, the sampler state
+    and history are set back to the stored values. This ensures preserving the 
+    statefulness of the samplers.
 
     The order in which the conditionals are sampled is the order of the
     variables in the sampling strategy, unless a different sampling order
@@ -177,8 +175,8 @@ class HybridGibbs:
     # ------------ Public methods ------------
     def validate_targets(self):
         """ Validate each of the conditional targets used in the Gibbs steps """
-        if not isinstance(self.target, JointDistribution):
-            raise ValueError('Target distribution must be a JointDistribution.')
+        if not isinstance(self.target, (JointDistribution, Posterior)):
+            raise ValueError('Target distribution must be a JointDistribution or Posterior.')
         for sampler in self.samplers.values():
             sampler.validate_target()
 
@@ -257,19 +255,15 @@ class HybridGibbs:
             # before reinitializing the sampler and then set the state and history back to the sampler
 
             # Extract state and history from sampler
-            if isinstance(sampler, NUTS): # Special case for NUTS as it is not playing nice with get_state and get_history
-                sampler.initial_point = sampler.current_point
-            else:
-                sampler_state = sampler.get_state()
-                sampler_history = sampler.get_history()
+            sampler_state = sampler.get_state()
+            sampler_history = sampler.get_history()
 
             # Reinitialize sampler
             sampler.reinitialize()
 
             # Set state and history back to sampler
-            if not isinstance(sampler, NUTS): # Again, special case for NUTS.
-                sampler.set_state(sampler_state)
-                sampler.set_history(sampler_history)
+            sampler.set_state(sampler_state)
+            sampler.set_history(sampler_history)
 
             # Allow for multiple sampling steps in each Gibbs step
             for _ in range(self.num_sampling_steps[par_name]):
@@ -309,8 +303,6 @@ class HybridGibbs:
     def _initialize_samplers(self):
         """ Initialize samplers """
         for sampler in self.samplers.values():
-            if isinstance(sampler, NUTS):
-                print(f'Warning: NUTS sampler is not fully stateful in HybridGibbs. Sampler will be reinitialized in each Gibbs step.')
             sampler.initialize()
 
     def _initialize_num_sampling_steps(self):

cuqi/experimental/mcmc/_hmc.py

@@ -118,8 +118,10 @@ class NUTS(Sampler):
         # to epsilon_bar for the remaining sampling steps.
         if self.step_size is None:
             self._epsilon = self._FindGoodEpsilon()
+            self.step_size = self._epsilon
         else:
             self._epsilon = self.step_size
+
         self._epsilon_bar = "unset"
 
         # Parameter mu, does not change during the run
@@ -127,7 +129,7 @@ class NUTS(Sampler):
 
         self._H_bar = 0
 
-        # NUTS run diagnostic:
+        # NUTS run diagnostics
         # number of tree nodes created each NUTS iteration
         self._num_tree_node = 0
 

cuqi/experimental/mcmc/_sampler.py

@@ -203,13 +203,16 @@ class Sampler(ABC):
 
         self.set_state(state)
 
-    def sample(self, Ns, batch_size=0, sample_path='./CUQI_samples/') -> 'Sampler':
+    def sample(self, Ns, Nt=1, batch_size=0, sample_path='./CUQI_samples/') -> 'Sampler':
         """ Sample Ns samples from the target density.
 
         Parameters
         ----------
         Ns : int
             The number of samples to draw.
+        
+        Nt : int, optional, default=1
+            The thinning interval. If Nt >= 1, every Nt'th sample is stored. The larger Nt, the fewer samples are stored.
 
         batch_size : int, optional
             The batch size for saving samples to disk. If 0, no batching is used. If positive, samples are saved to disk in batches of the specified size.
@@ -233,7 +236,8 @@ class Sampler(ABC):
 
             # Store samples
             self._acc.append(acc)
-            self._samples.append(self.current_point)
+            if (Nt > 0) and ((idx + 1) % Nt == 0):
+                self._samples.append(self.current_point)
 
             # display acc rate at progress bar
             pbar.set_postfix_str(f"acc rate: {np.mean(self._acc[-1-idx:]):.2%}")
@@ -248,7 +252,7 @@ class Sampler(ABC):
         return self
     
 
-    def warmup(self, Nb, tune_freq=0.1) -> 'Sampler':
+    def warmup(self, Nb, Nt=1, tune_freq=0.1) -> 'Sampler':
         """ Warmup the sampler by drawing Nb samples.
 
         Parameters
@@ -256,6 +260,9 @@ class Sampler(ABC):
         Nb : int
             The number of samples to draw during warmup.
 
+        Nt : int, optional, default=1
+            The thinning interval. If Nt >= 1, every Nt'th sample is stored. The larger Nt, the fewer samples are stored.
+            
         tune_freq : float, optional
             The frequency of tuning. Tuning is performed every tune_freq*Nb samples.
 
@@ -278,7 +285,8 @@ class Sampler(ABC):
 
             # Store samples
             self._acc.append(acc)
-            self._samples.append(self.current_point)
+            if (Nt > 0) and ((idx + 1) % Nt == 0):
+                self._samples.append(self.current_point)
 
             # display acc rate at progress bar
             pbar.set_postfix_str(f"acc rate: {np.mean(self._acc[-1-idx:]):.2%}")

{cuqipy-1.3.0.post0.dev383.dist-info → cuqipy-1.3.0.post0.dev401.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: CUQIpy
-Version: 1.3.0.post0.dev383
+Version: 1.3.0.post0.dev401
 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-1.3.0.post0.dev383.dist-info → cuqipy-1.3.0.post0.dev401.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=LUmpDb5TQH2Im-0D07aiwVInfnQ-YF_piMNHdOOlmOs,510
+cuqi/_version.py,sha256=SOLnTN23-4JLBv2uoi0W2XEn60t_evUNUHfiMB7jrSo,510
 cuqi/config.py,sha256=wcYvz19wkeKW2EKCGIKJiTpWt5kdaxyt4imyRkvtTRA,526
 cuqi/diagnostics.py,sha256=5OrbJeqpynqRXOe5MtOKKhe7EAVdOEpHIqHnlMW9G_c,3029
 cuqi/array/__init__.py,sha256=-EeiaiWGNsE3twRS4dD814BIlfxEsNkTCZUc5gjOXb0,30
@@ -30,7 +30,7 @@ cuqi/distribution/_lmrf.py,sha256=rdGoQ-fPe1oW6Z29P-l3woq0NX3_RxUQ2rzm1VzemNM,32
 cuqi/distribution/_lognormal.py,sha256=8_hOFQ3iu88ujX8vxmfVEZ0fdmlhTY98PlG5PasPjEg,2612
 cuqi/distribution/_modifiedhalfnormal.py,sha256=ErULXUFRjbMyCYywaOzfuxtoy-XQmC0McMROo2mTQtc,7313
 cuqi/distribution/_normal.py,sha256=vhIiAseW09IKh1uy0KUq7RP1IuY7hH5aNM1W_R8Gd_Q,2912
-cuqi/distribution/_posterior.py,sha256=zAfL0GECxekZ2lBt1W6_LN0U_xskMwK4VNce5xAF7ig,5018
+cuqi/distribution/_posterior.py,sha256=6LxXAIBzFxyEqx5bUfgqTXVKgXxqNhRItec6FcRVLEE,5350
 cuqi/distribution/_smoothed_laplace.py,sha256=p-1Y23mYA9omwiHGkEuv3T2mwcPAAoNlCr7T8osNkjE,2925
 cuqi/distribution/_truncated_normal.py,sha256=_ez3MmO6qpBeP6BKCUlW3IgxuF7k--A7jPGPUhtYK0g,4240
 cuqi/distribution/_uniform.py,sha256=fVgj_4SBav8JMc1pNAO1l_CZ9ZwdoMIpN9iQ3i9_Z0Q,3255
@@ -47,14 +47,14 @@ cuqi/experimental/mcmc/_conjugate.py,sha256=vqucxC--pihBCUcupdcIo4ymDPPjmMKGb7OL
 cuqi/experimental/mcmc/_conjugate_approx.py,sha256=jmxe2FEbO9fwpc8opyjJ2px0oed3dGyj0qDwyHo4aOk,3545
 cuqi/experimental/mcmc/_cwmh.py,sha256=cAvtc3tex53ZUKPMGwj2RIkHAZurpqphko8nk8_DmJs,7340
 cuqi/experimental/mcmc/_direct.py,sha256=9pQS_2Qk2-ybt6m8WTfPoKetcxQ00WaTRN85-Z0FrBY,777
-cuqi/experimental/mcmc/_gibbs.py,sha256=9Qutc60xoVTvKYRkirQhXEDiQ75mbjyxU7utblmu1C8,14567
-cuqi/experimental/mcmc/_hmc.py,sha256=LXXOb6cztfjraGIuTGpgf0ndc1xkkBW9v_PfNffu-NA,19438
+cuqi/experimental/mcmc/_gibbs.py,sha256=k4lVFDha8YNYQ6EXZ6B1kb_3gnJLmsV1Sh_53TaaVME,14021
+cuqi/experimental/mcmc/_hmc.py,sha256=ifDdvs1DPsgQywRyDZx_a4AfzrAM9QaAQk1y0l7Hj6g,19482
 cuqi/experimental/mcmc/_langevin_algorithm.py,sha256=1UunuocpzG1h6GiYefEHFOMykEMlYady6Fmuu9CHxHQ,15059
 cuqi/experimental/mcmc/_laplace_approximation.py,sha256=I5ZLtU0lA34YflRbqxKi5UgJBhhHzxqUyVW5JE5-l2w,5916
 cuqi/experimental/mcmc/_mh.py,sha256=MXo0ahXP4KGFkaY4HtvcBE-TMQzsMlTmLKzSvpz7drU,2941
 cuqi/experimental/mcmc/_pcn.py,sha256=wqJBZLuRFSwxihaI53tumAg6AWVuceLMOmXssTetd1A,3374
 cuqi/experimental/mcmc/_rto.py,sha256=O_bBeQbaYy5im5LKAhwin3uRCJpyFPcKVDH8GxriXEY,17196
-cuqi/experimental/mcmc/_sampler.py,sha256=lClOyxTnHpjohb7hQcO9SSYMvOGxZMXWK_SrEsTTsvw,20570
+cuqi/experimental/mcmc/_sampler.py,sha256=7_a9i6A7AX3NNz7qK1jTsEYt6bFCUR5WK464KfH_Kvc,21034
 cuqi/geometry/__init__.py,sha256=Tz1WGzZBY-QGH3c0GiyKm9XHN8MGGcnU6TUHLZkzB3o,842
 cuqi/geometry/_geometry.py,sha256=W-oQTZPelVS7fN9qZj6bNBuh-yY0eqOHJ39UwB-WmQY,47562
 cuqi/implicitprior/__init__.py,sha256=6Fl4Lmld8ikg9sW9tReKRGTCJC6_WCTExHaYuIv34nM,323
@@ -93,8 +93,8 @@ cuqi/testproblem/_testproblem.py,sha256=EJWG_zXUtmo6GlHBZFqHlRpDC_48tE0XZEu0_C66
 cuqi/utilities/__init__.py,sha256=d5QXRzmI6EchS9T4b7eTezSisPWuWklO8ey4YBx9kI0,569
 cuqi/utilities/_get_python_variable_name.py,sha256=wxpCaj9f3ZtBNqlGmmuGiITgBaTsY-r94lUIlK6UAU4,2043
 cuqi/utilities/_utilities.py,sha256=R7BdNysrE36a4D729DvfrTisWY4paP5nfqdkQxSX3Mg,18431
-cuqipy-1.3.0.post0.dev383.dist-info/licenses/LICENSE,sha256=kJWRPrtRoQoZGXyyvu50Uc91X6_0XRaVfT0YZssicys,10799
-cuqipy-1.3.0.post0.dev383.dist-info/METADATA,sha256=p362AuUaJVIXW8tdsO-G0DqnDMQ94iSmPmocJbXMoho,18624
-cuqipy-1.3.0.post0.dev383.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
-cuqipy-1.3.0.post0.dev383.dist-info/top_level.txt,sha256=AgmgMc6TKfPPqbjV0kvAoCBN334i_Lwwojc7HE3ZwD0,5
-cuqipy-1.3.0.post0.dev383.dist-info/RECORD,,
+cuqipy-1.3.0.post0.dev401.dist-info/licenses/LICENSE,sha256=kJWRPrtRoQoZGXyyvu50Uc91X6_0XRaVfT0YZssicys,10799
+cuqipy-1.3.0.post0.dev401.dist-info/METADATA,sha256=tSP-CHhdOy1toeu4080aq-6thVow3YK_LpNpT5q95T0,18624
+cuqipy-1.3.0.post0.dev401.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
+cuqipy-1.3.0.post0.dev401.dist-info/top_level.txt,sha256=AgmgMc6TKfPPqbjV0kvAoCBN334i_Lwwojc7HE3ZwD0,5
+cuqipy-1.3.0.post0.dev401.dist-info/RECORD,,