Adaptive multi-grid sampling with python

Evaluate log-likelihood and log-posterior surfaces using an adaptive multigrid and iterative batch sizes.

Also comes with utility functions for efficiently creating and evaluating meshgrids.

Getting started

install using pip:

pip install pyGridsampler

example usage:

import pygridsampler.grid_sampler as gs

sampler = gs.GridSampler(log_prob_func, func_args, data, x_bounds, x_extension)
results = sampler.initialize_and_sample(grid_resolution, data_size, ess_min, delta)

see Docs and notebook

August George, Zuckerman Lab, OHSU, 2023