hippylib2muq.interface package¶
Submodules¶
hippylib2muq.interface.gaussian module¶
This module provides a set of wrappers that expose some functions of
hippylib (the prior Gaussian distributions and the low-rank based Laplace
approximation to the posterior distribution) to muq.
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class
hippylib2muq.interface.gaussian.BiLaplaceGaussian(hp_prior, use_zero_mean=False)¶ Bases:
muq.Modeling.PyGaussianBaseThe prior Gaussian distribution with Laplacian-like covariance operator
A class interfacing between
hippylib::BiLaplacianPriorandmuq::GaussianBase.-
ApplyCovSqrt(x)¶ Apply the square root of covariance matrix to
x.- Parameters
x (numpy::ndarray) – input vector
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ApplyCovariance(x)¶ Apply the covariance matrix to
x.- Parameters
x (numpy::ndarray) – input vector
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ApplyPrecSqrt(x)¶ Apply the square root of precision matrix to
x.- Parameters
x (numpy::ndarray) – input vector
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ApplyPrecision(x)¶ Apply the precision matrix to
x.- Parameters
x (numpy::ndarray) – input vector
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SampleImpl(inputs)¶ Draw a sample from the prior distribution. This is an overloaded function of
muq::PyGaussianBaseThe argumentinputsis not used, but should be given whenSampleImplis called.- Parameters
inputs (numpy::ndarray) – input vector
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class
hippylib2muq.interface.gaussian.LAPosteriorGaussian(lapost, use_zero_mean=False)¶ Bases:
muq.Modeling.PyGaussianBaseLow-rank based Laplace approximation to the posterior distribution
A class interfacing between
hippylib::GaussianLRPosteriorandmuq:PyGaussianBase.-
ApplyCovSqrt(x)¶ Apply the square root of covariance matrix to
x.- Parameters
x (numpy::ndarray) – input vector
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ApplyCovariance(x)¶ Apply the covariance matrix to
x.- Parameters
x (numpy::ndarray) – input vector
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ApplyPrecision(x)¶ Apply the precision matrix to
x.- Parameters
x (numpy::ndarray) – input vector
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SampleImpl(inputs)¶ Draw a sample from the approximated posterior distribution. This is an overloaded function of
muq::PyGaussianBase.- Parameters
inputs (numpy::ndarray) – input vector
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class
hippylib2muq.interface.gaussian.LaplaceGaussian(hp_prior, use_zero_mean=False)¶ Bases:
muq.Modeling.PyGaussianBaseThe prior Gaussian distribution with Laplacian-like covariance operator
An interface class between
hippylib::LaplaceGaussianandmuq::GaussianBase. This class is appropriate for 1D (parameter) problems.-
ApplyCovariance(x)¶ Apply the covariance matrix to
x.- Parameters
x (numpy::ndarray) – input vector
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ApplyPrecision(x)¶ Apply the precision matrix to
x.- Parameters
x (numpy::ndarray) – input vector
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SampleImpl(inputs)¶ Draw a sample from the prior distribution. This is an overloaded function of
muq::PyGaussianBase. The argumentinputsis not used, but should be given whenSampleImplis called.- Parameters
inputs (numpy::ndarray) – input vector
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hippylib2muq.interface.modpiece module¶
This module provides a set of wrappers that bind some hippylib functionalities
such that they can be used by muq.
Please refer to ModPiece for the detailes of member functions defined here.
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class
hippylib2muq.interface.modpiece.LogBiLaplaceGaussian(prior)¶ Bases:
muq.Modeling.PyModPieceLog-bi-Laplace prior
This class evaluates log of the bi-Laplacian prior.
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EvaluateImpl(inputs)¶ Evaluate the log of bi-Laplacian prior.
- Parameters
inputs (numpy::ndarray) – input vector
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class
hippylib2muq.interface.modpiece.Param2LogLikelihood(model)¶ Bases:
muq.Modeling.PyModPieceParameter to log-likelihood map
This class implements mapping from parameter to log-likelihood.
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ApplyHessianImpl(outWrt, inWrt1, inWrt2, inputs, sens, vec)¶ Apply Hessian to
vecfor givensensandinputs.- Parameters
outWrt (int) – output dimension; should be 0
inWrt1 (int) – input dimension; should be 0
inWrt2 (int) – input dimension; should be 0
inputs (numpy::ndarray) – parameter values
sens (numpy::ndarray) – sensitivity values
vec (numpy::ndarray) – input vector Hessian applies to
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ApplyJacobianImpl(outDimWrt, inDimWrt, inputs, vec)¶ Apply Jacobian to
vecfor giveninputs.- Parameters
outDimWrt (int) – output dimension; should be 0
inDimWrt (int) – input dimension; should be 0
inputs (numpy::ndarray) – parameter values
vec (numpy::ndarray) – input vector Jacobian applies to
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EvaluateImpl(inputs)¶ Evaluate the log-likelihood for given
inputs.- Parameters
inputs (numpy::ndarray) – parameter values
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GradientImpl(outDimWrt, inDimWrt, inputs, sens)¶ Compute gradient; apply the transpose of Jacobian to
sensfor giveninputs.- Parameters
outDimWrt (int) – output dimension; should be 0
inDimWrt (int) – input dimension; should be 0
inputs (numpy::ndarray) – parameter values
sens (numpy::ndarray) – input vector the transpose of Jacobian applies to
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JacobianImpl(outDimWrt, inDimWrt, inputs)¶ Compute the Jacobian for given
inputs.- Parameters
outDimWrt (int) – output dimension; should be 0
inDimWrt (int) – input dimension; should be 0
inputs (numpy::ndarray) – parameter values
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class
hippylib2muq.interface.modpiece.Param2obs(model)¶ Bases:
muq.Modeling.PyModPieceParameter to observable map
This class implements mapping from parameter to observations.
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EvaluateImpl(inputs)¶ Evaluate the observations for given
inputs.- Parameters
inputs (numpy::ndarray) – parameter values
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GradientImpl(outDimWrt, inDimWrt, inputs, sens)¶ Compute gradient; apply the transpose of Jacobian to
sens.- Parameters
outDimWrt (int) – output dimension; should be 0
inDimWrt (int) – input dimension; should be 0
inputs (numpy::ndarray) – parameter values
sens (numpy::ndarray) – input vector the transpose of Jacobian applies to
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