Inference
Our low-level API enables users to define a Bayesian inference problem via BaseBayesianInversion. Internally, this process creates one or more instances of BaseMarkovChain, which encapsulate the state of the inference problem and sample the posterior for an arbitrary number of iterations.
graph TD;
BaseBayesianInversion-->BayesianInversion;
BaseMarkovChain-->MarkovChain;
A low-level class for Bayesian sampling based on Markov chain Monte Carlo (McMC). |
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Low-level interface for a Markov Chain. |