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"""
The Rosenbrock banana function
Demonstration that sampling works even when the density is unstable.
"""
from dream import *
from pylab import *
from numpy.random import lognormal
def rosen(x):
x = asarray(x)
s = sum(100.0 * (x[1:] - x[:-1] ** 2) ** 2 + (1 - x[:-1]) ** 2)
return -lognormal(s, sqrt(s)) # Poisson style: variance = # counts
n = 3
sampler = Dream(
model=LogDensity(rosen),
population=randn(20, n, n),
thinning=1,
burn=20000,
draws=20000,
)
mc = sampler.sample()
# plot_corr(mc); show()
mc.show()
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