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Adds Monte Carlo Samplers#340

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BradyPlanden merged 44 commits intodeveloppybop-team/PyBOP:developfrom monte-carlo-methodspybop-team/PyBOP:monte-carlo-methodsCopy head branch name to clipboardSep 2, 2024

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Commits on May 24, 2024

• feat: initial Monte Carlo classes

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Commits on Jun 3, 2024

• feat: updt __init__.py, add LogPosterior

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• tests: add unit tests for MCMC samplers

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• Merge branch 'develop' into monte-carlo-methods

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• fix parallel for windows

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• tests: additional unit tests, refactors priors class

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Commits on Jun 5, 2024

• tests: increase coverage, adds monte carlo integration test

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• tests: increase coverage, bugfix multi_log_pdf logic

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• tests: increase coverage, update priors on intesampling integration tests

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• tests: increment coverage, refactor prior np.inf catch

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• refactor: removes redundant code

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Commits on Jun 7, 2024

• Merge branch 'develop', updts for Parameters class

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• refactor: adds improvements from parameters class

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Commits on Jun 15, 2024

• feat: Adds burn-in functionality for sampling class

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Commits on Jun 17, 2024

• Merge branch 'develop' into monte-carlo-methods

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Commits on Jun 18, 2024

• Merge branch 'develop' into monte-carlo-methods

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• fix: correct sigma0 to cov0

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Commits on Jul 3, 2024

• Merge branch 'develop' into monte-carlo-methods

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• refactor: move general methods into parent class, replace burn_in with warm_up

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Commits on Jul 4, 2024

• Merge branch 'develop' into monte-carlo-methods

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• Apply suggestions from code review

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Commits on Jul 16, 2024

• Merge branch 'develop' into monte-carlo-methods

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• Merge branch 'develop' into monte-carlo-methods

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Commits on Jul 21, 2024

• refactor: log_pdf to base class, update docstrings.

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Commits on Jul 22, 2024

• Adds catches and initialisation for x0, update tests

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Commits on Aug 6, 2024

• Merge branch 'refs/heads/develop' into monte-carlo-methods

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Commits on Aug 7, 2024

• feat: updates for transformation class, cleanup

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• fix: uniformly apply bound transformations, update LogPosterior

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• Merge branch 'refs/heads/develop' into monte-carlo-methods

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• Merge branch 'refs/heads/develop' into monte-carlo-methods

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Commits on Aug 13, 2024

• Merge branch 'refs/heads/develop' into monte-carlo-methods

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• refactor: ComposedLogPrior -> JointLogPrior, prior.evaluateS1 -> logpdfS1, suggestions from review

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• fix: update tests for low convergence sampler

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Commits on Aug 14, 2024

• refactor: update priors, refactor JointLogPrior

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• tests: update unit tests and increase coverage.

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• refactor: base_sampler init, update docstrings, update tests, remove potential thread deadlock in optimisation_options test

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• tests: increase coverage, remove redundant ValueError, sampler.chains now optional arg with default=1

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• tests: restore parallel optimisation with thread limit to 1

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Commits on Aug 22, 2024

• Merge branch 'refs/heads/develop' into monte-carlo-methods

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Commits on Aug 29, 2024

• Merge branch 'refs/heads/develop' into monte-carlo-methods

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• Refactor and bugfixes. Adds gradient-based integration sampling tests via thevenin.

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Commits on Aug 30, 2024

• Remainder review suggestions, update assert tolerances, small array dimensions bugfix for single parameter inference

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Commits on Sep 2, 2024

• tests: increment iterations from scheduled test run

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