hbcbh1999 / littlemcmc

A lightweight and performant implementation of HMC and NUTS in Python, spun out of the PyMC project.

Warning: littlemcmc is still in pre-release and under development. Most notably, behavior is unstable in Jupyter notebooks - for best results and support, please use littlemcmc in Python scripts. Please consult our GitHub issues.

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littlemcmc     /lɪtəl ɛm si ɛm si/     noun

A lightweight and performant implementation of HMC and NUTS in Python, spun out of the PyMC project. Not to be confused with minimc.

Installation

The latest release of LittleMCMC can be installed from PyPI using pip:

pip install littlemcmc

The current development branch of LittleMCMC can be installed directly from GitHub, also using pip:

pip install git+https://github.com/eigenfoo/littlemcmc.git

Contributors

LittleMCMC is developed by George Ho. For a full list of contributors, please see the GitHub contributor graph.

License

LittleMCMC is modified from the PyMC3 and PyMC4 projects, both of which are distributed under the Apache-2.0 license. A copy of both projects' license files are distributed with LittleMCMC. All modifications from PyMC are distributed under an identical Apache-2.0 license.