# %% title = f"MH Bivariate Normal " + r"$q_1$" + f": γ={γ}, nsample={nsample}, accepted={int(100.0*float(accepted)/float(nsample))}%" gplot.pdf_samples(title, bv.marginal(0.0, σ1), q[:,0], "hamiltonian_monte_carlo", f"{file_prefix}-samples-1") # %% title = f"MH Bivariate Normal " + r"$q_2$" + f": γ={γ}, nsample={nsample}, accepted={int(100.0*float(accepted)/float(nsample))}%" gplot.pdf_samples(title, bv.marginal(0.0, σ2), q[:,1], "hamiltonian_monte_carlo", f"{file_prefix}-samples-2") # %% title = f"MH Bivariate Normal " + r"$q_1$" + f": γ={γ}, nsample={nsample}, accepted={int(100.0*float(accepted)/float(nsample))}%" vals = q[:,0] time = range(9000, 9500) hmc.time_series(title, vals[time], time, [min(vals), max(vals)], f"{file_prefix}-timeseries-1") # %% title = f"MH Bivariate Normal " + r"$q_2$" + f": γ={γ}, nsample={nsample}, accepted={int(100.0*float(accepted)/float(nsample))}%" vals = q[:,1] time = range(9000, 9500) hmc.time_series(title, vals[time], time, [min(vals), max(vals)], f"{file_prefix}-timeseries-2") # %% title = f"MH Bivariate Normal " + r"$q_1$" + f": γ={γ}, nsample={nsample}, accepted={int(100.0*float(accepted)/float(nsample))}%" time = range(0, len(q[:,0])) hmc.cumulative_mean(title, q[:,0], time, 0.0, [-1.0, 2.0], f"{file_prefix}-cummulative-mean-1") # %%
hmc.pdf_samples_contour(pdf, p, q, xrange, yrange, [0.01, 0.025, 0.05, 0.1, 0.15, 0.2], ["q", "p"], title, "hmc-normal-phase-space-histogram-1") # %% hmc.distribution_samples(p, q, xrange, yrange, ["q", "p"], title, "hmc-normal-phase-space-histogram-2") # %% title = f"HMC Normal Target: Δt={ε}, nsteps={nsteps}, nsample={nsample}, accepted={accept}" gplot.pdf_samples(title, target_pdf(σ), q, "hamiltonian_monte_carlo", "hmc-normal-sampled-pdf-1") # %% title = f"HMC Normal Target: Δt={ε}, nsteps={nsteps}, nsample={nsample}, accepted={accept}" time = range(0, len(q)) hmc.time_series(title, q, time, [min(q), max(q)], "hmc-normal-position-timeseries-1") # %% title = f"HMC Normal Target: Δt={ε}, nsteps={nsteps}, nsample={nsample}, accepted={accept}" time = range(9000, 9500) hmc.time_series(title, q[time], time, [min(q), max(q)], "hmc-normal-position-timeseries-2") # %% title = f"HMC Normal Target: Δt={ε}, nsteps={nsteps}, nsample={nsample}, accepted={accept}" time = range(0, len(q)) hmc.cumulative_mean(title, q, time, 0.0, [-0.5, 0.5], "hmc-normal-position-cummulative-mean-1") # %%