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cbMCMC

An efficient MCMC algorithm for graphical model inference using Cycle Basis prior.

Basis Usage

>>> from utils.cbmcmc import cbmcmc

>>> import numpy as np

>>> mu, Sigma = (np.zeros(10), np.eye(10))

>>> data = np.random.multivariate_normal(mu, Sigma, 1000) 

>>> sampler = cbmcmc(data, it=200, basis='cycle', treeprior='all')

>>> res = sampler.res['SAMPLES']