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 <div id="documenter"><nav class="docs-sidebar"><div class="docs-package-name"><span class="docs-autofit"><a href="../">AbstractMCMC</a></span></div><button class="docs-search-query input is-rounded is-small is-clickable my-2 mx-auto py-1 px-2" id="documenter-search-query">Search docs (Ctrl + /)</button><ul class="docs-menu"><li><a class="tocitem" href="../">Home</a></li><li class="is-active"><a class="tocitem" href>API</a><ul class="internal"><li><a class="tocitem" href="#Model"><span>Model</span></a></li><li><a class="tocitem" href="#Sampler"><span>Sampler</span></a></li><li><a class="tocitem" href="#Sampling-a-single-chain"><span>Sampling a single chain</span></a></li><li><a class="tocitem" href="#Sampling-multiple-chains-in-parallel"><span>Sampling multiple chains in parallel</span></a></li><li><a class="tocitem" href="#Common-keyword-arguments"><span>Common keyword arguments</span></a></li><li><a class="tocitem" href="#Chains"><span>Chains</span></a></li></ul></li><li><a class="tocitem" href="../design/">Design</a></li></ul><div class="docs-version-selector field has-addons"><div class="control"><span class="docs-label button is-static is-size-7">Version</span></div><div class="docs-selector control is-expanded"><div class="select is-fullwidth is-size-7"><select id="documenter-version-selector"></select></div></div></div></nav><div class="docs-main"><header class="docs-navbar"><a class="docs-sidebar-button docs-navbar-link fa-solid fa-bars is-hidden-desktop" id="documenter-sidebar-button" href="#"></a><nav class="breadcrumb"><ul class="is-hidden-mobile"><li class="is-active"><a href>API</a></li></ul><ul class="is-hidden-tablet"><li class="is-active"><a href>API</a></li></ul></nav><div class="docs-right"><a class="docs-navbar-link" href="https://github.com/TuringLang/AbstractMCMC.jl" title="View the repository on GitHub"><span class="docs-icon fa-brands"></span><span class="docs-label is-hidden-touch">GitHub</span></a><a class="docs-navbar-link" href="https://github.com/TuringLang/AbstractMCMC.jl/blob/master/docs/src/api.md" title="Edit source on GitHub"><span class="docs-icon fa-solid"></span></a><a class="docs-settings-button docs-navbar-link fa-solid fa-gear" id="documenter-settings-button" href="#" title="Settings"></a><a class="docs-article-toggle-button fa-solid fa-chevron-up" id="documenter-article-toggle-button" href="javascript:;" title="Collapse all docstrings"></a></div></header><article class="content" id="documenter-page"><h1 id="API"><a class="docs-heading-anchor" href="#API">API</a><a id="API-1"></a><a class="docs-heading-anchor-permalink" href="#API" title="Permalink"></a></h1><p>AbstractMCMC defines an interface for sampling Markov chains.</p><h2 id="Model"><a class="docs-heading-anchor" href="#Model">Model</a><a id="Model-1"></a><a class="docs-heading-anchor-permalink" href="#Model" title="Permalink"></a></h2><article class="docstring"><header><a class="docstring-article-toggle-button fa-solid fa-chevron-down" href="javascript:;" title="Collapse docstring"></a><a class="docstring-binding" id="AbstractMCMC.AbstractModel" href="#AbstractMCMC.AbstractModel"><code>AbstractMCMC.AbstractModel</code></a> — <span class="docstring-category">Type</span><span class="is-flex-grow-1 docstring-article-toggle-button" title="Collapse docstring"></span></header><section><div><pre><code class="language-julia hljs">AbstractModel</code></pre><p>An <code>AbstractModel</code> represents a generic model type that can be used to perform inference.</p></div><a class="docs-sourcelink" target="_blank" href="https://github.com/TuringLang/AbstractMCMC.jl/blob/a18c12f50afc763ec0bcf2efc83fed9ceab59fd1/src/AbstractMCMC.jl#L45-L49">source</a></section></article><article class="docstring"><header><a class="docstring-article-toggle-button fa-solid fa-chevron-down" href="javascript:;" title="Collapse docstring"></a><a class="docstring-binding" id="AbstractMCMC.LogDensityModel" href="#AbstractMCMC.LogDensityModel"><code>AbstractMCMC.LogDensityModel</code></a> — <span class="docstring-category">Type</span><span class="is-flex-grow-1 docstring-article-toggle-button" title="Collapse docstring"></span></header><section><div><pre><code class="language-julia hljs">LogDensityModel &lt;: AbstractMCMC.AbstractModel</code></pre><p>Wrapper around something that implements the LogDensityProblem.jl interface.</p><p>Note that this does <em>not</em> implement the LogDensityProblems.jl interface itself, but it simply useful for indicating to the <code>sample</code> and other <code>AbstractMCMC</code> methods that the wrapped object implements the LogDensityProblems.jl interface.</p><p><strong>Fields</strong></p><ul><li><code>logdensity</code>: The object that implements the LogDensityProblems.jl interface.</li></ul></div><a class="docs-sourcelink" target="_blank" href="https://github.com/TuringLang/AbstractMCMC.jl/blob/a18c12f50afc763ec0bcf2efc83fed9ceab59fd1/src/logdensityproblems.jl#L1-L12">source</a></section></article><h2 id="Sampler"><a class="docs-heading-anchor" href="#Sampler">Sampler</a><a id="Sampler-1"></a><a class="docs-heading-anchor-permalink" href="#Sampler" title="Permalink"></a></h2><article class="docstring"><header><a class="docstring-article-toggle-button fa-solid fa-chevron-down" href="javascript:;" title="Collapse docstring"></a><a class="docstring-binding" id="AbstractMCMC.AbstractSampler" href="#AbstractMCMC.AbstractSampler"><code>AbstractMCMC.AbstractSampler</code></a> — <span class="docstring-category">Type</span><span class="is-flex-grow-1 docstring-article-toggle-button" title="Collapse docstring"></span></header><section><div><pre><code class="language-julia hljs">AbstractSampler</code></pre><p>The <code>AbstractSampler</code> type is intended to be inherited from when implementing a custom sampler. Any persistent state information should be saved in a subtype of <code>AbstractSampler</code>.</p><p>When defining a new sampler, you should also overload the function <code>transition_type</code>, which tells the <code>sample</code> function what type of parameter it should expect to receive.</p></div><a class="docs-sourcelink" target="_blank" href="https://github.com/TuringLang/AbstractMCMC.jl/blob/a18c12f50afc763ec0bcf2efc83fed9ceab59fd1/src/AbstractMCMC.jl#L32-L42">source</a></section></article><h2 id="Sampling-a-single-chain"><a class="docs-heading-anchor" href="#Sampling-a-single-chain">Sampling a single chain</a><a id="Sampling-a-single-chain-1"></a><a class="docs-heading-anchor-permalink" href="#Sampling-a-single-chain" title="Permalink"></a></h2><article class="docstring"><header><a class="docstring-article-toggle-button fa-solid fa-chevron-down" href="javascript:;" title="Collapse docstring"></a><a class="docstring-binding" id="StatsBase.sample-Tuple{AbstractRNG, AbstractMCMC.AbstractModel, AbstractMCMC.AbstractSampler, Any}" href="#StatsBase.sample-Tuple{AbstractRNG, AbstractMCMC.AbstractModel, AbstractMCMC.AbstractSampler, Any}"><code>StatsBase.sample</code></a> — <span class="docstring-category">Method</span><span class="is-flex-grow-1 docstring-article-toggle-button" title="Collapse docstring"></span></header><section><div><pre><code class="language-julia hljs">sample(
     rng::Random.AbatractRNG=Random.default_rng(),
     model::AbstractModel,

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 <div id="documenter"><nav class="docs-sidebar"><div class="docs-package-name"><span class="docs-autofit"><a href="../">AbstractMCMC</a></span></div><button class="docs-search-query input is-rounded is-small is-clickable my-2 mx-auto py-1 px-2" id="documenter-search-query">Search docs (Ctrl + /)</button><ul class="docs-menu"><li><a class="tocitem" href="../">Home</a></li><li><a class="tocitem" href="../api/">API</a></li><li class="is-active"><a class="tocitem" href>Design</a><ul class="internal"><li><a class="tocitem" href="#Overview"><span>Overview</span></a></li><li><a class="tocitem" href="#Basic-structure"><span>Basic structure</span></a></li><li><a class="tocitem" href="#Sampling-step"><span>Sampling step</span></a></li><li><a class="tocitem" href="#Collecting-samples"><span>Collecting samples</span></a></li><li><a class="tocitem" href="#Creating-chains"><span>Creating chains</span></a></li></ul></li></ul><div class="docs-version-selector field has-addons"><div class="control"><span class="docs-label button is-static is-size-7">Version</span></div><div class="docs-selector control is-expanded"><div class="select is-fullwidth is-size-7"><select id="documenter-version-selector"></select></div></div></div></nav><div class="docs-main"><header class="docs-navbar"><a class="docs-sidebar-button docs-navbar-link fa-solid fa-bars is-hidden-desktop" id="documenter-sidebar-button" href="#"></a><nav class="breadcrumb"><ul class="is-hidden-mobile"><li class="is-active"><a href>Design</a></li></ul><ul class="is-hidden-tablet"><li class="is-active"><a href>Design</a></li></ul></nav><div class="docs-right"><a class="docs-navbar-link" href="https://github.com/TuringLang/AbstractMCMC.jl" title="View the repository on GitHub"><span class="docs-icon fa-brands"></span><span class="docs-label is-hidden-touch">GitHub</span></a><a class="docs-navbar-link" href="https://github.com/TuringLang/AbstractMCMC.jl/blob/master/docs/src/design.md" title="Edit source on GitHub"><span class="docs-icon fa-solid"></span></a><a class="docs-settings-button docs-navbar-link fa-solid fa-gear" id="documenter-settings-button" href="#" title="Settings"></a><a class="docs-article-toggle-button fa-solid fa-chevron-up" id="documenter-article-toggle-button" href="javascript:;" title="Collapse all docstrings"></a></div></header><article class="content" id="documenter-page"><h1 id="Design"><a class="docs-heading-anchor" href="#Design">Design</a><a id="Design-1"></a><a class="docs-heading-anchor-permalink" href="#Design" title="Permalink"></a></h1><p>This page explains the default implementations and design choices of AbstractMCMC. It is not intended for users but for developers that want to implement the AbstractMCMC interface for Markov chain Monte Carlo sampling. The user-facing API is explained in <a href="../api/#API">API</a>.</p><h2 id="Overview"><a class="docs-heading-anchor" href="#Overview">Overview</a><a id="Overview-1"></a><a class="docs-heading-anchor-permalink" href="#Overview" title="Permalink"></a></h2><p>AbstractMCMC provides a default implementation of the user-facing interface described in <a href="../api/#API">API</a>. You can completely neglect these and define your own implementation of the interface. However, as described below, in most use cases the default implementation allows you to obtain support of parallel sampling, progress logging, callbacks, iterators, and transducers for free by just defining the sampling step of your inference algorithm, drastically reducing the amount of code you have to write. In general, the docstrings of the functions described below might be helpful if you intend to make use of the default implementations.</p><h2 id="Basic-structure"><a class="docs-heading-anchor" href="#Basic-structure">Basic structure</a><a id="Basic-structure-1"></a><a class="docs-heading-anchor-permalink" href="#Basic-structure" title="Permalink"></a></h2><p>The simplified structure for regular sampling (the actual implementation contains some additional error checks and support for progress logging and callbacks) is</p><pre><code class="language-julia hljs">StatsBase.sample(
     rng::Random.AbstractRNG,
     model::AbstractMCMC.AbstractModel,

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 <div id="documenter"><nav class="docs-sidebar"><div class="docs-package-name"><span class="docs-autofit"><a href>AbstractMCMC</a></span></div><button class="docs-search-query input is-rounded is-small is-clickable my-2 mx-auto py-1 px-2" id="documenter-search-query">Search docs (Ctrl + /)</button><ul class="docs-menu"><li class="is-active"><a class="tocitem" href>Home</a></li><li><a class="tocitem" href="api/">API</a></li><li><a class="tocitem" href="design/">Design</a></li></ul><div class="docs-version-selector field has-addons"><div class="control"><span class="docs-label button is-static is-size-7">Version</span></div><div class="docs-selector control is-expanded"><div class="select is-fullwidth is-size-7"><select id="documenter-version-selector"></select></div></div></div></nav><div class="docs-main"><header class="docs-navbar"><a class="docs-sidebar-button docs-navbar-link fa-solid fa-bars is-hidden-desktop" id="documenter-sidebar-button" href="#"></a><nav class="breadcrumb"><ul class="is-hidden-mobile"><li class="is-active"><a href>Home</a></li></ul><ul class="is-hidden-tablet"><li class="is-active"><a href>Home</a></li></ul></nav><div class="docs-right"><a class="docs-navbar-link" href="https://github.com/TuringLang/AbstractMCMC.jl" title="View the repository on GitHub"><span class="docs-icon fa-brands"></span><span class="docs-label is-hidden-touch">GitHub</span></a><a class="docs-navbar-link" href="https://github.com/TuringLang/AbstractMCMC.jl/blob/master/docs/src/index.md" title="Edit source on GitHub"><span class="docs-icon fa-solid"></span></a><a class="docs-settings-button docs-navbar-link fa-solid fa-gear" id="documenter-settings-button" href="#" title="Settings"></a><a class="docs-article-toggle-button fa-solid fa-chevron-up" id="documenter-article-toggle-button" href="javascript:;" title="Collapse all docstrings"></a></div></header><article class="content" id="documenter-page"><h1 id="AbstractMCMC.jl"><a class="docs-heading-anchor" href="#AbstractMCMC.jl">AbstractMCMC.jl</a><a id="AbstractMCMC.jl-1"></a><a class="docs-heading-anchor-permalink" href="#AbstractMCMC.jl" title="Permalink"></a></h1><p><em>Abstract types and interfaces for Markov chain Monte Carlo methods.</em></p><p>AbstractMCMC defines an interface for sampling and combining Markov chains. It comes with a default sampling algorithm that provides support of progress bars, parallel sampling (multithreaded and multicore), and user-provided callbacks out of the box. Typically developers only have to define the sampling step of their inference method in an iterator-like fashion to make use of this functionality. Additionally, the package defines an iterator and a transducer for sampling Markov chains based on the interface.</p></article><nav class="docs-footer"><a class="docs-footer-nextpage" href="api/">API »</a><div class="flexbox-break"></div><p class="footer-message">Powered by <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> and the <a href="https://julialang.org/">Julia Programming Language</a>.</p></nav></div><div class="modal" id="documenter-settings"><div class="modal-background"></div><div class="modal-card"><header class="modal-card-head"><p class="modal-card-title">Settings</p><button class="delete"></button></header><section class="modal-card-body"><p><label class="label">Theme</label><div class="select"><select id="documenter-themepicker"><option value="auto">Automatic (OS)</option><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option><option value="catppuccin-latte">catppuccin-latte</option><option value="catppuccin-frappe">catppuccin-frappe</option><option value="catppuccin-macchiato">catppuccin-macchiato</option><option value="catppuccin-mocha">catppuccin-mocha</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 1.7.0 on <span class="colophon-date" title="Friday 4 October 2024 12:32">Friday 4 October 2024</span>. Using Julia version 1.10.5.</p></section><footer class="modal-card-foot"></footer></div></div></div></body></html>