The Ensemble Sampler¶
Standard usage of emcee
involves instantiating an
EnsembleSampler
.

class
emcee.
EnsembleSampler
(nwalkers, ndim, log_prob_fn, pool=None, moves=None, args=None, kwargs=None, backend=None, vectorize=False, blobs_dtype=None, a=None, postargs=None, threads=None, live_dangerously=None, runtime_sortingfn=None)¶ An ensemble MCMC sampler
Parameters:  nwalkers (int) – The number of walkers in the ensemble.
 ndim (int) – Number of dimensions in the parameter space.
 log_prob_fn (callable) – A function that takes a vector in the parameter space as input and returns the natural logarithm of the posterior probability (up to an additive constant) for that position.
 moves (Optional) – This can be a single move object, a list of moves,
or a “weighted” list of the form
[(emcee.moves.StretchMove(), 0.1), ...]
. When running, the sampler will randomly select a move from this list (optionally with weights) for each proposal. (default:StretchMove
)  args (Optional) – A list of extra positional arguments for
log_prob_fn
.log_prob_fn
will be called with the sequencelog_pprob_fn(p, *args, **kwargs)
.  kwargs (Optional) – A dict of extra keyword arguments for
log_prob_fn
.log_prob_fn
will be called with the sequencelog_pprob_fn(p, *args, **kwargs)
.  pool (Optional) – An object with a
map
method that follows the same calling sequence as the builtinmap
function. This is generally used to compute the logprobabilities for the ensemble in parallel.  backend (Optional) – Either a
backends.Backend
or a subclass (likebackends.HDFBackend
) that is used to store and serialize the state of the chain. By default, the chain is stored as a set of numpy arrays in memory, but new backends can be written to support other mediums.  vectorize (Optional[bool]) – If
True
,log_prob_fn
is expected to accept a list of position vectors instead of just one. Note thatpool
will be ignored if this isTrue
. (default:False
)

acceptance_fraction
¶ The fraction of proposed steps that were accepted

compute_log_prob
(coords)¶ Calculate the vector of logprobability for the walkers
Parameters: coords – (ndarray[…, ndim]) The position vector in parameter space where the probability should be calculated. This method returns:
 log_prob: A vector of logprobabilities with one entry for each walker in this subensemble.
 blob: The list of meta data returned by the
log_post_fn
at this position orNone
if nothing was returned.

get_autocorr_time
(**kwargs)¶ Compute an estimate of the autocorrelation time for each parameter
Parameters:  thin (Optional[int]) – Use only every
thin
steps from the chain. The returned estimate is multiplied bythin
so the estimated time is in units of steps, not thinned steps. (default:1
)  discard (Optional[int]) – Discard the first
discard
steps in the chain as burnin. (default:0
)
Other arguments are passed directly to
emcee.autocorr.integrated_time()
.Returns:  The integrated autocorrelation time estimate for the
 chain for each parameter.
Return type: array[ndim]  thin (Optional[int]) – Use only every

get_blobs
(**kwargs)¶ Get the chain of blobs for each sample in the chain
Parameters:  flat (Optional[bool]) – Flatten the chain across the ensemble.
(default:
False
)  thin (Optional[int]) – Take only every
thin
steps from the chain. (default:1
)  discard (Optional[int]) – Discard the first
discard
steps in the chain as burnin. (default:0
)
Returns: The chain of blobs.
Return type: array[.., nwalkers]
 flat (Optional[bool]) – Flatten the chain across the ensemble.
(default:

get_chain
(**kwargs)¶ Get the stored chain of MCMC samples
Parameters:  flat (Optional[bool]) – Flatten the chain across the ensemble.
(default:
False
)  thin (Optional[int]) – Take only every
thin
steps from the chain. (default:1
)  discard (Optional[int]) – Discard the first
discard
steps in the chain as burnin. (default:0
)
Returns: The MCMC samples.
Return type: array[.., nwalkers, ndim]
 flat (Optional[bool]) – Flatten the chain across the ensemble.
(default:

get_last_sample
(**kwargs)¶ Access the most recent sample in the chain

get_log_prob
(**kwargs)¶ Get the chain of log probabilities evaluated at the MCMC samples
Parameters:  flat (Optional[bool]) – Flatten the chain across the ensemble.
(default:
False
)  thin (Optional[int]) – Take only every
thin
steps from the chain. (default:1
)  discard (Optional[int]) – Discard the first
discard
steps in the chain as burnin. (default:0
)
Returns: The chain of log probabilities.
Return type: array[.., nwalkers]
 flat (Optional[bool]) – Flatten the chain across the ensemble.
(default:

random_state
¶ The state of the internal random number generator. In practice, it’s the result of calling
get_state()
on anumpy.random.mtrand.RandomState
object. You can try to set this property but be warned that if you do this and it fails, it will do so silently.

reset
()¶ Reset the bookkeeping parameters

run_mcmc
(initial_state, nsteps, **kwargs)¶ Iterate
sample()
fornsteps
iterations and return the resultParameters:  initial_state – The initial state or position vector. Can also be
None
to resume from where :func:run_mcmc
left off the last time it executed.  nsteps – The number of steps to run.
Other parameters are directly passed to
sample()
.This method returns the most recent result from
sample()
. initial_state – The initial state or position vector. Can also be

sample
(initial_state, log_prob0=None, rstate0=None, blobs0=None, iterations=1, tune=False, thin_by=1, thin=None, store=True, progress=False)¶ Advance the chain as a generator
Parameters:  initial_state (State or ndarray[nwalkers, ndim]) – The initial
State
or positions of the walkers in the parameter space.  iterations (Optional[int]) – The number of steps to generate.
 tune (Optional[bool]) – If
True
, the parameters of some moves will be automatically tuned.  thin_by (Optional[int]) – If you only want to store and yield every
thin_by
samples in the chain, setthin_by
to an integer greater than 1. When this is set,iterations * thin_by
proposals will be made.  store (Optional[bool]) – By default, the sampler stores (in memory)
the positions and logprobabilities of the samples in the
chain. If you are using another method to store the samples to
a file or if you don’t need to analyze the samples after the
fact (for burnin for example) set
store
toFalse
.  progress (Optional[bool or str]) – If
True
, a progress bar will be shown as the sampler progresses. If a string, will select a specifictqdm
progress bar  most notable is'notebook'
, which shows a progress bar suitable for Jupyter notebooks. IfFalse
, no progress bar will be shown.
Every
thin_by
steps, this generator yields theState
of the ensemble. initial_state (State or ndarray[nwalkers, ndim]) – The initial
Note that several of the EnsembleSampler
methods return or consume
State
objects:

class
emcee.
State
(coords, log_prob=None, blobs=None, random_state=None, copy=False)¶ The state of the ensemble during an MCMC run
For backwards compatibility, this will unpack into
coords, log_prob, (blobs), random_state
when iterated over (whereblobs
will only be included if it exists and is notNone
).Parameters:  coords (ndarray[nwalkers, ndim]) – The current positions of the walkers in the parameter space.
 log_prob (ndarray[nwalkers, ndim], Optional) – Log posterior
probabilities for the walkers at positions given by
coords
.  blobs (Optional) – The metadata “blobs” associated with the current position. The value is only returned if lnpostfn returns blobs too.
 random_state (Optional) – The current state of the random number generator.