Probability Distributions¶

Distribution - Abstract Base Class for Probability Distributions¶

class qinfer.Distribution[source]

Bases: object

Abstract base class for probability distributions on one or more random variables.

n_rvs

The number of random variables that this distribution is over.

Type: int
sample(n=1)[source]

Returns one or more samples from this probability distribution.

Parameters: n (int) – Number of samples to return. numpy.ndarray An array containing samples from the distribution of shape (n, d), where d is the number of random variables.

Specific Distributions¶

class qinfer.UniformDistribution(ranges=array([[0, 1]]))[source]

Bases: qinfer.distributions.Distribution

Uniform distribution on a given rectangular region.

Parameters: ranges (numpy.ndarray) – Array of shape (n_rvs, 2), where n_rvs is the number of random variables, specifying the upper and lower limits for each variable.
n_rvs
sample(n=1)[source]

Returns one or more samples from this probability distribution.

Parameters: n (int) – Number of samples to return. numpy.ndarray An array containing samples from the distribution of shape (n, d), where d is the number of random variables.
class qinfer.DiscreteUniformDistribution(num_bits)[source]

Bases: qinfer.distributions.Distribution

Discrete uniform distribution over the integers between 0 and 2**num_bits-1 inclusive.

Parameters: num_bits (int) – non-negative integer specifying how big to make the interval.
n_rvs
sample(n=1)[source]

Returns one or more samples from this probability distribution.

Parameters: n (int) – Number of samples to return. numpy.ndarray An array containing samples from the distribution of shape (n, d), where d is the number of random variables.
class qinfer.MVUniformDistribution(dim=6)[source]

Bases: qinfer.distributions.Distribution

Uniform distribution over the rectangle $$[0,1]^{\text{dim}}$$ with the restriction that vector must sum to 1. Equivalently, a uniform distribution over the dim-1 simplex whose vertices are the canonical unit vectors of $$\mathbb{R}^\text{dim}$$.

Parameters: dim (int) – Number of dimensions; n_rvs.
n_rvs
sample(n=1)[source]

Returns one or more samples from this probability distribution.

Parameters: n (int) – Number of samples to return. numpy.ndarray An array containing samples from the distribution of shape (n, d), where d is the number of random variables.
class qinfer.NormalDistribution(mean, var, trunc=None)[source]

Bases: qinfer.distributions.Distribution

Normal or truncated normal distribution over a single random variable.

Parameters: mean (float) – Mean of the represented random variable. var (float) – Variance of the represented random variable. trunc (tuple) – Limits at which the PDF of this distribution should be truncated, or None if the distribution is to have infinite support.
n_rvs
sample(n=1)[source]

Returns one or more samples from this probability distribution.

Parameters: n (int) – Number of samples to return. numpy.ndarray An array containing samples from the distribution of shape (n, d), where d is the number of random variables.
class qinfer.MultivariateNormalDistribution(mean, cov)[source]

Bases: qinfer.distributions.Distribution

Multivariate (vector-valued) normal distribution.

Parameters: mean (np.ndarray) – Array of shape (n_rvs, ) representing the mean of the distribution. cov (np.ndarray) – Array of shape (n_rvs, n_rvs) representing the covariance matrix of the distribution.
n_rvs
sample(n=1)[source]

Returns one or more samples from this probability distribution.

Parameters: n (int) – Number of samples to return. numpy.ndarray An array containing samples from the distribution of shape (n, d), where d is the number of random variables.
class qinfer.SlantedNormalDistribution(ranges=array([[0, 1]]), weight=0.01)[source]

Bases: qinfer.distributions.Distribution

Uniform distribution on a given rectangular region with additive noise. Random variates from this distribution follow $$X+Y$$ where $$X$$ is drawn uniformly with respect to the rectangular region defined by ranges, and $$Y$$ is normally distributed about 0 with variance weight**2.

Parameters: ranges (numpy.ndarray) – Array of shape (n_rvs, 2), where n_rvs is the number of random variables, specifying the upper and lower limits for each variable. weight (float) – Number specifying the inverse variance of the additive noise term.
n_rvs
sample(n=1)[source]

Returns one or more samples from this probability distribution.

Parameters: n (int) – Number of samples to return. numpy.ndarray An array containing samples from the distribution of shape (n, d), where d is the number of random variables.
class qinfer.LogNormalDistribution(mu=0, sigma=1)[source]

Bases: qinfer.distributions.Distribution

Log-normal distribution.

Parameters: mu – Location parameter (numeric), set to 0 by default. sigma – Scale parameter (numeric), set to 1 by default. Must be strictly greater than zero.
n_rvs
sample(n=1)[source]

Returns one or more samples from this probability distribution.

Parameters: n (int) – Number of samples to return. numpy.ndarray An array containing samples from the distribution of shape (n, d), where d is the number of random variables.
class qinfer.ConstantDistribution(values)[source]

Bases: qinfer.distributions.Distribution

Represents a determinstic variable; useful for combining with other distributions, marginalizing, etc.

Parameters: values – Shape (n,) array or list of values $$X_0$$ such that $$\Pr(X) = \delta(X - X_0)$$.
n_rvs
sample(n=1)[source]

Returns one or more samples from this probability distribution.

Parameters: n (int) – Number of samples to return. numpy.ndarray An array containing samples from the distribution of shape (n, d), where d is the number of random variables.
class qinfer.BetaDistribution(alpha=None, beta=None, mean=None, var=None)[source]

Bases: qinfer.distributions.Distribution

The beta distribution, whose pdf at $$x$$ is proportional to $$x^{\alpha-1}(1-x)^{\beta-1}$$. Note that either alpha and beta, or mean and var, must be specified as inputs; either case uniquely determines the distribution.

Parameters: alpha (float) – The alpha shape parameter of the beta distribution. beta (float) – The beta shape parameter of the beta distribution. mean (float) – The desired mean value of the beta distribution. var (float) – The desired variance of the beta distribution.
n_rvs
sample(n=1)[source]

Returns one or more samples from this probability distribution.

Parameters: n (int) – Number of samples to return. numpy.ndarray An array containing samples from the distribution of shape (n, d), where d is the number of random variables.
class qinfer.BetaBinomialDistribution(n, alpha=None, beta=None, mean=None, var=None)[source]

Bases: qinfer.distributions.Distribution

The beta-binomial distribution, whose pmf at the non-negative integer $$k$$ is equal to $$\binom{n}{k}\frac{B(k+\alpha,n-k+\beta)}{B(\alpha,\beta)}$$ with $$B(\cdot,\cdot)$$ the beta function. This is the compound distribution whose variates are binomial distributed with a bias chosen from a beta distribution. Note that either alpha and beta, or mean and var, must be specified as inputs; either case uniquely determines the distribution.

Parameters: n (int) – The $$n$$ parameter of the beta-binomial distribution. alpha (float) – The alpha shape parameter of the beta-binomial distribution. beta (float) – The beta shape parameter of the beta-binomial distribution. mean (float) – The desired mean value of the beta-binomial distribution. var (float) – The desired variance of the beta-binomial distribution.
n_rvs
sample(n=1)[source]

Returns one or more samples from this probability distribution.

Parameters: n (int) – Number of samples to return. numpy.ndarray An array containing samples from the distribution of shape (n, d), where d is the number of random variables.
class qinfer.DirichletDistribution(alpha)[source]

Bases: qinfer.distributions.Distribution

The dirichlet distribution, whose pdf at $$x$$ is proportional to $$\prod_i x_i^{\alpha_i-1}$$.

Parameters: alpha – The list of concentration parameters.
alpha
n_rvs
sample(n=1)[source]

Returns one or more samples from this probability distribution.

Parameters: n (int) – Number of samples to return. numpy.ndarray An array containing samples from the distribution of shape (n, d), where d is the number of random variables.
class qinfer.GammaDistribution(alpha=None, beta=None, mean=None, var=None)[source]

Bases: qinfer.distributions.Distribution

The gamma distribution, whose pdf at $$x$$ is proportional to $$x^{-\alpha-1}e^{-x\beta}$$. Note that either alpha and beta, or mean and var, must be specified as inputs; either case uniquely determines the distribution.

Parameters: alpha (float) – The alpha shape parameter of the gamma distribution. beta (float) – The beta shape parameter of the gamma distribution. mean (float) – The desired mean value of the gamma distribution. var (float) – The desired variance of the gamma distribution.
n_rvs
sample(n=1)[source]

Returns one or more samples from this probability distribution.

Parameters: n (int) – Number of samples to return. numpy.ndarray An array containing samples from the distribution of shape (n, d), where d is the number of random variables.
class qinfer.InterpolatedUnivariateDistribution(pdf, compactification_scale=1, n_interp_points=1500)[source]

Bases: qinfer.distributions.Distribution

Samples from a single-variable distribution specified by its PDF. The samples are drawn by first drawing uniform samples over the interval [0, 1], and then using an interpolation of the inverse-CDF corresponding to the given PDF to transform these samples into the desired distribution.

Parameters: pdf (callable) – Vectorized single-argument function that evaluates the PDF of the desired distribution. compactification_scale (float) – Scale of the compactified coordinates used to interpolate the given PDF. n_interp_points (int) – The number of points at which to sample the given PDF.
n_rvs
sample(n=1)[source]

Returns one or more samples from this probability distribution.

Parameters: n (int) – Number of samples to return. numpy.ndarray An array containing samples from the distribution of shape (n, d), where d is the number of random variables.
class qinfer.HilbertSchmidtUniform(dim=2)[source]

Bases: qinfer.distributions.SingleSampleMixin, qinfer.distributions.Distribution

Creates a new Hilber-Schmidt uniform prior on state space of dimension dim. See e.g. [Mez06] and [Mis12].

Parameters: dim (int) – Dimension of the state space.
n_rvs
sample()[source]

Returns one or more samples from this probability distribution.

Parameters: n (int) – Number of samples to return. numpy.ndarray An array containing samples from the distribution of shape (n, d), where d is the number of random variables.
make_Paulis(paulis, d)[source]
class qinfer.HaarUniform(dim=2)[source]

Bases: qinfer.distributions.SingleSampleMixin, qinfer.distributions.Distribution

Haar uniform distribution of pure states of dimension dim, parameterized as coefficients of the Pauli basis.

Parameters: dim (int) – Dimension of the state space.

Note

This distribution presently only works for dim==2 and the Pauli basis.

n_rvs
class qinfer.GinibreUniform(dim=2, k=2)[source]

Bases: qinfer.distributions.SingleSampleMixin, qinfer.distributions.Distribution

Creates a prior on state space of dimension dim according to the Ginibre ensemble with parameter k. See e.g. [Mis12].

Parameters: dim (int) – Dimension of the state space.
n_rvs
class qinfer.ParticleDistribution(n_mps=None, particle_locations=None, particle_weights=None)[source]

Bases: qinfer.distributions.Distribution

A distribution consisting of a list of weighted vectors. Note that either n_mps or both (particle_locations, particle_weights) must be specified, or an error will be raised.

Parameters: particle_weights (numpy.ndarray) – Length n_particles list of particle weights. particle_locations – Shape (n_particles, n_mps) array of particle locations. n_mps (int) – Dimension of parameter space. This parameter should only be set when particle_weights and particle_locations are not set (and vice versa).
n_particles

Returns the number of particles in the distribution

Type: int
n_ess

Returns the effective sample size (ESS) of the current particle distribution.

Type: float The effective sample size, given by $$1/\sum_i w_i^2$$.
n_rvs

Returns the dimension of each particle.

Type: int
sample(n=1)[source]

Returns random samples from the current particle distribution according to particle weights.

Parameters: n (int) – The number of samples to draw. The sampled model parameter vectors. ndarray of shape (n, updater.n_rvs).
static particle_mean(weights, locations)[source]

Returns the arithmetic mean of the locations weighted by weights

Parameters: weights (numpy.ndarray) – Weights of each particle in array of shape (n_particles,). locations (numpy.ndarray) – Locations of each particle in array of shape (n_particles, n_modelparams) numpy.ndarray, shape (n_modelparams,). An array containing the mean
classmethod particle_covariance_mtx(weights, locations)[source]

Returns an estimate of the covariance of a distribution represented by a given set of SMC particle.

Parameters: weights – An array of shape (n_particles,) containing the weights of each particle. location – An array of shape (n_particles, n_modelparams) containing the locations of each particle. numpy.ndarray, shape (n_modelparams, n_modelparams). An array containing the estimated covariance matrix.
est_mean()[source]

Returns the mean value of the current particle distribution.

Return type: numpy.ndarray, shape (n_mps,). An array containing the an estimate of the mean model vector.
est_meanfn(fn)[source]

Returns an the expectation value of a given function $$f$$ over the current particle distribution.

Here, $$f$$ is represented by a function fn that is vectorized over particles, such that f(modelparams) has shape (n_particles, k), where n_particles = modelparams.shape, and where k is a positive integer.

Parameters: fn (callable) – Function implementing $$f$$ in a vectorized manner. (See above.) numpy.ndarray, shape (k, ). An array containing the an estimate of the mean of $$f$$.
est_covariance_mtx(corr=False)[source]

Returns the full-rank covariance matrix of the current particle distribution.

Parameters: corr (bool) – If True, the covariance matrix is normalized by the outer product of the square root diagonal of the covariance matrix, i.e. the correlation matrix is returned instead. numpy.ndarray, shape (n_modelparams, n_modelparams). An array containing the estimated covariance matrix.
est_entropy()[source]

Estimates the entropy of the current particle distribution as $$-\sum_i w_i \log w_i$$ where $$\{w_i\}$$ is the set of particles with nonzero weight.

est_kl_divergence(other, kernel=None, delta=0.01)[source]

Finds the KL divergence between this and another particle distribution by using a kernel density estimator to smooth over the other distribution’s particles.

Parameters: other (SMCUpdater) –
est_cluster_moments(cluster_opts=None)[source]
est_cluster_covs(cluster_opts=None)[source]
est_cluster_metric(cluster_opts=None)[source]

Returns an estimate of how much of the variance in the current posterior can be explained by a separation between clusters.

est_credible_region(level=0.95, return_outside=False, modelparam_slice=None)[source]

Returns an array containing particles inside a credible region of a given level, such that the described region has probability mass no less than the desired level.

Particles in the returned region are selected by including the highest- weight particles first until the desired credibility level is reached.

Parameters: level (float) – Crediblity level to report. return_outside (bool) – If True, the return value is a tuple of the those particles within the credible region, and the rest of the posterior particle cloud. modelparam_slice (slice) – Slice over which model parameters to consider. numpy.ndarray, shape (n_credible, n_mps), where n_credible is the number of particles in the credible region and n_mps corresponds to the size of modelparam_slice. If return_outside is True, this method instead returns tuple (inside, outside) where inside is as described above, and outside has shape (n_particles-n_credible, n_mps). An array of particles inside the estimated credible region. Or, if return_outside is True, both the particles inside and the particles outside, as a tuple.
region_est_hull(level=0.95, modelparam_slice=None)[source]

Estimates a credible region over models by taking the convex hull of a credible subset of particles.

Parameters: level (float) – The desired crediblity level (see SMCUpdater.est_credible_region()). modelparam_slice (slice) – Slice over which model parameters to consider. The tuple (faces, vertices) where faces describes all the vertices of all of the faces on the exterior of the convex hull, and vertices is a list of all vertices on the exterior of the convex hull. faces is a numpy.ndarray with shape (n_face, n_mps, n_mps) and indeces (idx_face, idx_vertex, idx_mps) where n_mps corresponds to the size of modelparam_slice. vertices is an numpy.ndarray of shape (n_vertices, n_mps).
region_est_ellipsoid(level=0.95, tol=0.0001, modelparam_slice=None)[source]

Estimates a credible region over models by finding the minimum volume enclosing ellipse (MVEE) of a credible subset of particles.

Parameters: level (float) – The desired crediblity level (see SMCUpdater.est_credible_region()). tol (float) – The allowed error tolerance in the MVEE optimization (see mvee()). modelparam_slice (slice) – Slice over which model parameters to consider. A tuple (A, c) where A is the covariance matrix of the ellipsoid and c is the center. A point $$\vec{x}$$ is in the ellipsoid whenever $$(\vec{x}-\vec{c})^{T}A^{-1}(\vec{x}-\vec{c})\leq 1$$. A is np.ndarray of shape (n_mps,n_mps) and centroid is np.ndarray of shape (n_mps). n_mps corresponds to the size of param_slice.
in_credible_region(points, level=0.95, modelparam_slice=None, method='hpd-hull', tol=0.0001)[source]

Decides whether each of the points lie within a credible region of the current distribution.

If tol is None, the particles are tested directly against the convex hull object. If tol is a positive float, particles are tested to be in the interior of the smallest enclosing ellipsoid of this convex hull, see SMCUpdater.region_est_ellipsoid().

Parameters: points (np.ndarray) – An np.ndarray of shape (n_mps) for a single point, or of shape (n_points, n_mps) for multiple points, where n_mps corresponds to the same dimensionality as param_slice. level (float) – The desired crediblity level (see SMCUpdater.est_credible_region()). method (str) – A string specifying which credible region estimator to use. One of 'pce', 'hpd-hull' or 'hpd-mvee' (see below). tol (float) – The allowed error tolerance for those methods which require a tolerance (see mvee()). modelparam_slice (slice) – A slice describing which model parameters to consider in the credible region, effectively marginizing out the remaining parameters. By default, all model parameters are included. A boolean array of shape (n_points, ) specifying whether each of the points lies inside the confidence region.

The following values are valid for the method argument.

• 'pce': Posterior Covariance Ellipsoid.
Computes the covariance matrix of the particle distribution marginalized over the excluded slices and uses the $$\chi^2$$ distribution to determine how to rescale it such the the corresponding ellipsoid has the correct size. The ellipsoid is translated by the mean of the particle distribution. It is determined which of the points are on the interior.
• 'hpd-hull': High Posterior Density Convex Hull.
See SMCUpdater.region_est_hull(). Computes the HPD region resulting from the particle approximation, computes the convex hull of this, and it is determined which of the points are on the interior.
• 'hpd-mvee': High Posterior Density Minimum Volume Enclosing Ellipsoid.
See SMCUpdater.region_est_ellipsoid() and mvee(). Computes the HPD region resulting from the particle approximation, computes the convex hull of this, and determines the minimum enclosing ellipsoid. Deterimines which of the points are on the interior.

Combining Distributions¶

QInfer also offers classes for combining distributions together to produce new ones.

class qinfer.ProductDistribution(*factors)[source]

Bases: qinfer.distributions.Distribution

Takes a non-zero number of QInfer distributions $$D_k$$ as input and returns their Cartesian product.

In other words, the returned distribution is $$\Pr(D_1, \dots, D_N) = \prod_k \Pr(D_k)$$.

Parameters: factors (Distribution) – Distribution objects representing $$D_k$$. Alternatively, one iterable argument can be given, in which case the factors are the values drawn from that iterator.
n_rvs
sample(n=1)[source]

Returns one or more samples from this probability distribution.

Parameters: n (int) – Number of samples to return. numpy.ndarray An array containing samples from the distribution of shape (n, d), where d is the number of random variables.
class qinfer.PostselectedDistribution(distribution, model, maxiters=100)[source]

Bases: qinfer.distributions.Distribution

Postselects a distribution based on validity within a given model.

n_rvs
sample(n=1)[source]

Returns one or more samples from this probability distribution.

Parameters: Return numpy.ndarray: n (int) – Number of samples to return. An array containing samples from the distribution of shape (n, d), where d is the number of random variables.
class qinfer.MixtureDistribution(weights, dist, dist_args=None, dist_kw_args=None, shuffle=True)[source]

Bases: qinfer.distributions.Distribution

Samples from a weighted list of distributions.

Parameters: weights – Length n_dist list or np.ndarray of probabilites summing to 1. dist – Either a length n_dist list of Distribution instances, or a Distribution class, for example, NormalDistribution. It is assumed that a list of Distributions all have the same n_rvs. dist_args – If dist is a class, an array of shape (n_dist, n_rvs) where dist_args[k,:] defines the arguments of the k’th distribution. Use None if the distribution has no arguments. dist_kw_args – If dist is a class, a dictionary where each key’s value is an array of shape (n_dist, n_rvs) where dist_kw_args[key][k,:] defines the keyword argument corresponding to key of the k’th distribution. Use None if the distribution needs no keyword arguments. shuffle (bool) – Whether or not to shuffle result after sampling. Not shuffling will result in variates being in the same order as the distributions. Default is True.
n_rvs
n_dist

The number of distributions in the mixture distribution.

sample(n=1)[source]

Returns one or more samples from this probability distribution.

Parameters: n (int) – Number of samples to return. numpy.ndarray An array containing samples from the distribution of shape (n, d), where d is the number of random variables.
class qinfer.ConstrainedSumDistribution(underlying_distribution, desired_total=1)[source]

Bases: qinfer.distributions.Distribution

Samples from an underlying distribution and then enforces that all samples must sum to some given value by normalizing each sample.

Parameters: underlying_distribution (Distribution) – Underlying probability distribution. desired_total (float) – Desired sum of each sample.
underlying_distribution
n_rvs
sample(n=1)[source]

Returns one or more samples from this probability distribution.

Parameters: n (int) – Number of samples to return. numpy.ndarray An array containing samples from the distribution of shape (n, d), where d is the number of random variables.

Mixins for Distribution Development¶

class qinfer.SingleSampleMixin[source]

Bases: object

Mixin class that extends a class so as to generate multiple samples correctly, given a method _sample that generates one sample at a time.

sample(n=1)[source]