File: banana.py

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#!/usr/bin/env python

"""
The Rosenbrock banana function
"""

from dream import *
from pylab import *


def rosen(x):
    x = asarray(x)
    return sum(100.0 * (x[1:] - x[:-1] ** 2) ** 2 + (1 - x[:-1]) ** 2)


n = 6
sampler = Dream(
    model=LogDensity(rosen),
    population=randn(2 * n, 5, n),
    thinning=1,
    draws=25000,
    burn=10000,
    # DE_snooker_rate=0,
    # cycles=3,
)

state = sampler.sample()
state.mark_outliers()
state.title = "Banana function example"
# plot_corr(state); show()
plot_all(state)
show()