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Copy file name to clipboardExpand all lines: docs/make.jl
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sitename="Pigeons.jl",
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strict=true,
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format=Documenter.HTML(;
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prettyurls=get(ENV, "CI", "false") =="true",
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prettyurls=true, # always on, avoids confusion when building locally. If needed, serve the "build" folder locally with LiveServer. #get(ENV, "CI", "false") == "true",
Copy file name to clipboardExpand all lines: docs/src/index.md
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CurrentModule = Pigeons
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```
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# Pigeons
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# [Pigeons](@id index)
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## Summary
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`Pigeons` is a Julia package to approximate challenging posterior distributions, and more broadly, Lebesgue integration problems. Pigeons can be used in a multi-threaded context, and/or distributed over hundreds or thousands of MPI-communicating machines.
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Pigeons supports many [different ways to specify integration/expectation problems](input-overview.html) and
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provides [rich and configurable output](output-overview.html).
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Pigeons supports many [different ways to specify integration/expectation problems](@refinput-overview) and
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provides [rich and configurable output](@refoutput-overview).
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Pigeons' core algorithm is a distributed and parallel implementation
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of the following algorithms:
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of challenging probability distributions.
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## Installing Pigeons
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## [Installing Pigeons](@id installing-pigeons)
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1. If you have not done so, install [Julia](https://julialang.org/downloads/). Julia 1.8 and higher are supported.
for pedagogy, a simple [independence Metropolis algorithm](https://bookdown.org/rdpeng/advstatcomp/metropolis-hastings.html#independence-metropolis-algorithm), applied to
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our familiar [unidentifiable toy example](unidentifiable-example.html),
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based on [Julia black-box implementation](input-julia.html).
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our familiar [unidentifiable toy example](@refunidentifiable-example),
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based on [Julia black-box implementation](@refinput-julia).
Copy file name to clipboardExpand all lines: docs/src/input-nonjulian.md
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CurrentModule = Pigeons
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```
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# Targeting a non-Julian model
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# [Targeting a non-Julian model](@id input-nonjulian)
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Suppose you have some code implementing vanilla MCMC, written in an arbitrary "foreign" language such as C++, Python, R, Java, etc. You would like to turn this vanilla MCMC code into a Parallel Tempering algorithm able to harness large numbers of cores, including distributing this algorithm over MPI. However, you do not wish to learn anything about MPI/multi-threading/Parallel Tempering.
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CurrentModule = Pigeons
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```
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# Overview: inputting an integral/expectation problem into pigeons
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# [Overview: inputting an integral/expectation problem into pigeons](@id input-overview)
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Pigeons takes as input an expectation or integration problem.
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Pigeons supports a wide range of methods for specifying the input problem,
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described in the pages below.
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-[Turing.jl model](input-turing.html): a succinct specification of a joint distribution from which a posterior (target) and prior (reference) are extracted.
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-[Black-box Julia function](input-julia.html): less automated, but more general and fully configurable.
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-[Stan model](input-stan.html): a convenient adaptor for the most popular Bayesian modelling language.
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-[MCMC code implemented in another language](input-nonjulian.html): bridging your MCMC code to pigeons to make it distributed and parallel.
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-[Customize the MCMC explorers used by PT](input-explorers.html).
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-[Turing.jl model](@refinput-turing): a succinct specification of a joint distribution from which a posterior (target) and prior (reference) are extracted.
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-[Black-box Julia function](@refinput-julia): less automated, but more general and fully configurable.
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-[Stan model](@refinput-stan): a convenient adaptor for the most popular Bayesian modelling language.
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-[MCMC code implemented in another language](@refinput-nonjulian): bridging your MCMC code to pigeons to make it distributed and parallel.
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-[Customize the MCMC explorers used by PT](@refinput-explorers).
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We exemplify these different input methods on a recurrent example:
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an unidentifiable toy model,
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see [the page describing the recurrent example in more details](unidentifiable-example.html).
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see [the page describing the recurrent example in more details](@refunidentifiable-example).
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