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maresb authored and canyon289 committed Sep 24, 2023
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# nutpie: A fast sampler for bayesian posteriors
# nutpie: A fast sampler for Bayesian posteriors

## Installation

nutpie can be installed using conda or mamba from conda-forge with
nutpie can be installed using Conda or Mamba from conda-forge with

```bash
mamba install -c conda-forge nutpie pymc
Expand All @@ -14,14 +14,14 @@ Or using pip:
pip install nutpie
```

To install it from source, install a rust compiler and maturin and then
To install it from source, install a Rust compiler and maturin and then

```bash
maturin develop --release
```

If you want to use the nightly simd implementation for some of the math functions,
switch to rust nightly and then install with the `simd_support` feature in then
If you want to use the nightly SIMD implementation for some of the math functions,
switch to Rust nightly and then install with the `simd_support` feature in then
nutpie directory:

```bash
Expand All @@ -31,7 +31,7 @@ maturin develop --release --features=simd_support

## Usage with PyMC

First, PyMC and numba need to be installed, for example using
First, PyMC and Numba need to be installed, for example using

```bash
mamba install pymc numba
Expand Down Expand Up @@ -91,13 +91,13 @@ compiled_model = nutpie.compile_pymc_model(pymc_model)
trace_pymc = nutpie.sample(compiled_model)
```

`trace_pymc` now contains an arviz `InferenceData` object, including sampling
`trace_pymc` now contains an ArviZ `InferenceData` object, including sampling
statistics and the posterior of the variables defined above.

## Usage with Stan

In order to sample from stan model, `bridgestan` needs to be installed.
A pip package is available, but right now this can not be installed using conda.
In order to sample from Stan model, `bridgestan` needs to be installed.
A pip package is available, but right now this can not be installed using Conda.

```bash
pip install bridgestan
Expand All @@ -111,7 +111,7 @@ pip install 'bridgestan[stan]'
```

In addition, a C++ compiler needs to be available. For details see
[the stan docs](https://mc-stan.org/docs/cmdstan-guide/cmdstan-installation.html#cpp-toolchain).
[the Stan docs](https://mc-stan.org/docs/cmdstan-guide/cmdstan-installation.html#cpp-toolchain).

We can then compile a Stan model, and sample using nutpie:

Expand All @@ -138,7 +138,7 @@ trace = nutpie.sample(compiled)

## Advantages

nutpie uses [`nuts-rs`](https://github.com/pymc-devs/nuts-rs), a library written in rust, that implements NUTS as in
pymc and stan, but with a slightly different mass matrix tuning method as
nutpie uses [`nuts-rs`](https://github.com/pymc-devs/nuts-rs), a library written in Rust, that implements NUTS as in
PyMC and Stan, but with a slightly different mass matrix tuning method as
those. It often produces a higher effective sample size per gradient
evaluation, and tends to converge faster and with fewer gradient evaluation.

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