SampViz

Visualization of Sampling Methods

A matplotlib-based visualization class to help me better understand different probability space exploration approaches. It currently only supports Monte Carlo sampling, but I'll work on a Gibbs sampler for MCMC next and take it from there (hopefully) towards Metropolis-Hastings and Hamiltonian MC.

Example

Monte Carlo sampling

import scipy.stats
from sampviz import SampViz

# define two distributions
dist1 = scipy.stats.norm
dist2 = scipy.stats.norm

# instantiate the visualization class
sv = SampViz(dist1, dist2)

# draw samples
samples = sv.sample_monte_carlo(n_samples)

# and run the animation
sv.run(samples)

Dependecies

• numpy
• matplotlib
• scipy