Initial commit

.gitignore

+__pycache__/
+.idea/
+*.vscode

estimate_matern.py

+import os
+import pickle
+import random
+
+import numpy as np
+
+import matplotlib
+from matplotlib import pyplot as plt
+
+import random_fields as rf
+
+
+def prior_sampler(_):
+    return [
+        np.random.uniform(0.5, 2.5),
+        np.random.uniform(0.5, 5),
+        np.random.uniform(0.5, 5)
+    ]
+
+
+def make_neg_log_posterior(observation):
+    def impl(state, proposal_field, field_cov):
+        return rf.matern_parameter_posterior_nl(observation, proposal_field, field_cov)
+    return impl
+
+
+def main():
+    with open('./data/field.pickle', 'rb') as f:
+        xs, ys, field, nu, sigma, l = pickle.load(f)
+
+    print("Pre-evaluating distance matrix")
+    dist_mtx = rf.dist_matrix(xs, ys)
+
+    flat_field = np.ravel(field)
+
+    initial = (prior_sampler(0), flat_field)
+    field_sampler = rf.make_matern_sampler(dist_mtx)
+    neg_log_posterior = make_neg_log_posterior(flat_field)
+
+    print("Starting MCMC")
+    chain_res = rf.gibbs_metropolis(initial, prior_sampler,
+                                    neg_log_posterior, field_sampler)
+
+    with open('./data/matern_chain.pickle', 'wb') as f:
+        pickle.dump(chain_res, f)
+
+
+if __name__ == '__main__':
+    random.seed(42)
+    np.random.seed(42)
+
+    main()
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