CUQIpy 1.3.0.post0.dev383__tar.gz → 1.3.0.post0.dev401__tar.gz

{cuqipy-1.3.0.post0.dev383 → cuqipy-1.3.0.post0.dev401}/CUQIpy.egg-info/PKG-INFO

@@ -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 → cuqipy-1.3.0.post0.dev401}/PKG-INFO

@@ -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 → cuqipy-1.3.0.post0.dev401}/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
 

{cuqipy-1.3.0.post0.dev383 → cuqipy-1.3.0.post0.dev401}/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

{cuqipy-1.3.0.post0.dev383 → cuqipy-1.3.0.post0.dev401}/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):

{cuqipy-1.3.0.post0.dev383 → cuqipy-1.3.0.post0.dev401}/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
 

{cuqipy-1.3.0.post0.dev383 → cuqipy-1.3.0.post0.dev401}/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%}")