Agent Skills
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bayesian-inference
GitHub基于emcee和PyMC的贝叶斯参数估计工具，通过MCMC采样获取完整后验分布、可信区间及模型证据。适用于参数相关性强、需结合先验信息或评估误差可靠性的场景，避免用于简单拟合或高维快速计算。
触发场景
需要获取参数的完整后验分布而非点估计
存在强相关性参数需分析联合后验
拥有先验知识需纳入模型推断
使用最小二乘法误差不可靠时
需要进行贝叶斯模型比较
安装
npx skills add synthetic-sciences/openscience --skill bayesian-inference -g -y
SKILL.md
Frontmatter
{
"name": "bayesian-inference",
"tags": [
"Bayesian",
"MCMC",
"Posterior",
"emcee",
"PyMC",
"Inference",
"Uncertainty",
"Physics"
],
"author": "Synthetic Sciences",
"license": "MIT",
"version": "1.0.0",
"category": "physics",
"description": "Bayesian parameter estimation with MCMC (emcee) and probabilistic programming (PyMC). Posterior distributions, corner plots, model evidence, convergence diagnostics. Use when you need full posterior distributions, not just point estimates.",
"dependencies": [
"emcee>=3.1.0",
"corner>=2.2.0",
"scipy>=1.11.0",
"numpy>=1.24.0",
"matplotlib>=3.7.0"
]
}
Bayesian Inference
Overview
Full Bayesian parameter estimation using MCMC sampling. Get posterior distributions (not just best-fit values), compute credible intervals, compare models via Bayes factors, and diagnose sampler convergence.
When to Use
- You need full posterior distributions (not just point estimates)
- Parameters are correlated and you want the joint posterior
- You want to compare models using Bayesian evidence
- Prior information is available and should be incorporated
- Error bars from least-squares seem unreliable
Do NOT Use When
- A simple
curve_fitwith error bars is sufficient (usephysics-fitting) - You have > 20 parameters (consider variational inference instead)
- Likelihood is cheap and you want speed (least-squares is faster)
Core Workflows
1. MCMC with emcee (Ensemble Sampler)
import numpy as np
import emcee
import corner
import matplotlib.pyplot as plt
# Model and data
def model(t, A, gamma, omega):
return A * np.exp(-gamma * t) * np.cos(omega * t)
t_data = np.linspace(0, 10, 50)
y_true = model(t_data, 2.0, 0.3, 1.5)
y_err = 0.1 * np.ones_like(t_data)
y_data = y_true + y_err * np.random.randn(len(t_data))
# Log-probability = log-prior + log-likelihood
def log_prior(theta):
A, gamma, omega = theta
if A < 0 or gamma < 0 or omega < 0:
return -np.inf
if A > 10 or gamma > 5 or omega > 10:
return -np.inf
return 0.0 # uniform prior within bounds
def log_likelihood(theta, t, y, yerr):
A, gamma, omega = theta
y_model = model(t, A, gamma, omega)
chi2 = np.sum(((y - y_model) / yerr)**2)
return -0.5 * chi2 - np.sum(np.log(yerr)) - 0.5 * len(y) * np.log(2*np.pi)
def log_probability(theta, t, y, yerr):
lp = log_prior(theta)
if not np.isfinite(lp):
return -np.inf
return lp + log_likelihood(theta, t, y, yerr)
# Initialize walkers
ndim = 3
nwalkers = 32
p0 = np.array([2.0, 0.3, 1.5]) + 0.01 * np.random.randn(nwalkers, ndim)
# Run sampler
sampler = emcee.EnsembleSampler(nwalkers, ndim, log_probability,
args=(t_data, y_data, y_err))
sampler.run_mcmc(p0, 5000, progress=True)
# Discard burn-in and thin
flat_samples = sampler.get_chain(discard=1000, thin=15, flat=True)
print(f"Effective samples: {flat_samples.shape[0]}")
2. Corner Plot (Joint Posterior)
labels = [r"$A$", r"$\gamma$", r"$\omega$"]
truths = [2.0, 0.3, 1.5]
fig = corner.corner(flat_samples, labels=labels, truths=truths,
quantiles=[0.16, 0.5, 0.84],
show_titles=True, title_kwargs={"fontsize": 12})
fig.savefig('corner_plot.png', dpi=150, bbox_inches='tight')
# Print parameter estimates
for i, label in enumerate(labels):
mcmc = np.percentile(flat_samples[:, i], [16, 50, 84])
q = np.diff(mcmc)
print(f"{label} = {mcmc[1]:.4f} (+{q[1]:.4f} / -{q[0]:.4f})")
3. Convergence Diagnostics
# Trace plots (check mixing)
fig, axes = plt.subplots(ndim, 1, figsize=(10, 7), sharex=True)
chain = sampler.get_chain()
for i in range(ndim):
axes[i].plot(chain[:, :, i], alpha=0.3, linewidth=0.5)
axes[i].set_ylabel(labels[i])
axes[i].axvline(1000, color='red', linestyle='--', label='Burn-in')
axes[-1].set_xlabel('Step')
axes[0].legend(loc='upper right')
plt.savefig('trace_plots.png', dpi=150, bbox_inches='tight')
# Autocorrelation time (convergence diagnostic)
try:
tau = sampler.get_autocorr_time()
print(f"Autocorrelation times: {tau}")
print(f"Chain length / tau: {sampler.iteration / tau}")
print(f" (Should be > 50 for reliable results)")
except emcee.autocorr.AutocorrError:
print("Warning: chain too short for autocorrelation estimate")
# Gelman-Rubin diagnostic (R-hat)
chain_split = sampler.get_chain(discard=1000) # (steps, walkers, ndim)
n_steps, n_walkers, n_dim = chain_split.shape
# Between-chain variance
chain_means = chain_split.mean(axis=0) # (walkers, ndim)
B = n_steps * np.var(chain_means, axis=0, ddof=1)
# Within-chain variance
W = np.mean(np.var(chain_split, axis=0, ddof=1), axis=0)
# R-hat
var_est = (1 - 1/n_steps) * W + B / n_steps
R_hat = np.sqrt(var_est / W)
print(f"R-hat: {R_hat}")
print(f" (Should be < 1.01 for convergence)")
4. Posterior Predictive Check
# Sample model predictions from the posterior
t_pred = np.linspace(0, 12, 200)
n_samples = 100
idx = np.random.randint(len(flat_samples), size=n_samples)
fig, ax = plt.subplots(figsize=(10, 6))
for i in idx:
y_pred = model(t_pred, *flat_samples[i])
ax.plot(t_pred, y_pred, 'r-', alpha=0.05)
ax.errorbar(t_data, y_data, yerr=y_err, fmt='ko', capsize=3, label='Data')
ax.plot(t_pred, model(t_pred, 2.0, 0.3, 1.5), 'b-', linewidth=2, label='True')
ax.set_xlabel('Time [s]')
ax.set_ylabel('y')
ax.set_title('Posterior Predictive Check')
ax.legend()
ax.grid(True, alpha=0.3)
plt.savefig('posterior_predictive.png', dpi=150, bbox_inches='tight')
5. Model Comparison (Bayes Factor via Harmonic Mean)
# WARNING: Harmonic mean estimator is unreliable for high dimensions.
# For serious model comparison, use nested sampling (dynesty).
# Simple approach: compare max log-likelihood
log_likes_1 = sampler.get_log_prob(discard=1000, flat=True)
print(f"Model 1: max log(L) = {np.max(log_likes_1):.2f}")
print(f" mean log(L) = {np.mean(log_likes_1):.2f}")
# For proper Bayes factors, use dynesty:
# pip install dynesty
# from dynesty import NestedSampler
# sampler = NestedSampler(log_likelihood, prior_transform, ndim)
# sampler.run_nested()
# results = sampler.results
# print(f"log(Z) = {results.logz[-1]:.2f} ± {results.logzerr[-1]:.2f}")
emcee Tips
- nwalkers ≥ 2 × ndim — minimum, but 4× is better
- Burn-in: Run for 10-20 autocorrelation times, then discard
- Thinning: Thin by ~half the autocorrelation time
- Initialization: Start walkers near the MAP estimate (from curve_fit)
- Check convergence: Trace plots + autocorrelation time + R-hat
Troubleshooting
| Symptom | Fix |
|---|---|
| Walkers stuck (low acceptance) | Prior too restrictive or likelihood too peaked — reparameterize |
| Very long autocorrelation | Correlated parameters — reparameterize (e.g., log-space) |
| Multimodal posterior | Use parallel tempering or nested sampling |
| Corner plot shows hard edges | Prior bounds too tight — widen them |
| Trace plots show drift | Not converged — run longer or improve initialization |
版本历史
- e9844a4 当前 2026-07-11 17:31
依赖关系
-
required
emcee>=3.1.0 -
required
corner>=2.2.0 -
required
scipy>=1.11.0 -
required
numpy>=1.24.0 -
required
matplotlib>=3.7.0
