jnkepler package

Subpackages

Submodules

jnkepler.infer module

jnkepler.infer.fit_t_distribution(y, plot=True, fit_mean=False, save=None, xrange=5)[source]

fit Student’s t distribution to a sample y

Parameters:
  • y – 1D array

  • plot – if True, plot results

  • fit_mean – if True, mean of the distribution is also fitted

Returns:

dictionary with the following keys:
  • lndf_loc: mean of log(dof)

  • lndf_scale: std of log(dof)

  • lnvar_loc: mean of log(variance)

  • lnvar_scale: std of log(variance)

  • mean_loc: mean of mean (if fitted)

  • mean_scale: std of mean (if fitted)

Return type:

dict

jnkepler.infer.optim_svi(numpyro_model, step_size, num_steps, p_initial=None, **kwargs)[source]

optimization using Stochastic Variational Inference (SVI)

Parameters:
  • numpyro_model – numpyro model

  • step_size – step size for optimization

  • num_steps – # of steps for optimization

  • p_initial – initial parameter set (dict); if None, use init_to_sample to initialize

Returns:

dictionary containing optimized parameters

Return type:

dict

jnkepler.information module

jnkepler.information.information_from_model_independent_normal(*, model=None, model_args=(), model_kwargs=None, pdic=None, mu_name=None, observed=None, obs_name=None, keys=None, sigma_sd=None, param_space='unconstrained', rng_key=None)[source]

Compute Fisher information matrix for independent Gaussian likelihood directly from a NumPyro model, using (observed - mu(pdic)) / sigma_sd obtained from a NumPyro model.

Parameters:
  • model – NumPyro model.

  • model_args – static args/kwargs for the model.

  • model_kwargs – static args/kwargs for the model.

  • pdic – dict of parameter values in constrained space.

  • mu_name – deterministic site name for the model mean.

  • observed – 1D array of observed values; obs_name is used if not provided.

  • obs_name – observed site name.

  • keys – list of parameter names to differentiate (order preserved).

  • sigma_sd – 1D array of standard deviations (SD) for iid noise.

  • param_space – ‘constrained’ or ‘unconstrained’; use ‘unconstrained’ to initialize inverse_mass_matrix.

  • rng_key – PRNG key (default = jax.random.PRNGKey(0)).

Returns:

A dictionary containing the Fisher information results and related metadata:

  • ”fisher” (jnp.ndarray): The (P, P) Fisher information matrix.

  • ”col_slices” (dict[str, slice]): Mapping from each parameter name to its corresponding column range in the Fisher matrix.

  • ”col_names” (list[str]): Flattened per-column names, matching the order of columns in the Fisher matrix.

  • ”params_unconstrained” (dict[str, jnp.ndarray]): Parameter values in the unconstrained space used for differentiation.

Return type:

dict

jnkepler.jnkepler_version module

Module contents