Pigeons Extension

Comrade intefaces to the Pigeons.jl package.

The interface to Pigeons follows the same one as in the Pigeons docs. Since Comrade implements the LogDensityProblems interface it can be used as is. Note that the user must transform the target to either Rⁿ or the unity hypercube using asflat or ascube respectively, before passing it to Pigeons.

Additionally, pigeons will return the standard output. If you want to directly access the samples you can use the sample_array function and pass the transformed target and the samples object to convert them to the usual parameter space.

For more information about Pigeons.jl please see its docs.

Example

using Comrade
using Pigeons

# Some stuff to create a posterior object
post # of type Comrade.Posterior

# Create sampler using 1000 live points
samples = pigeons(target=ascube(post), explorer=SliceSampler(), record=[traces])
# Transform the samples to the parameter space
chain = sample_array(ascube(post), samples)