Integrate Slice Sampling: Covariance Matching MCMC

docs/source/mcmc_samplers/index.rst

@@ -26,6 +26,7 @@ interface, that can be used to sample from an unknown
     population_mcmc
     rao_blackwell_ac_mcmc
     relativistic_mcmc
+    slice_covariance_matching
     slice_doubling_mcmc
     slice_stepout_mcmc
     summary_mcmc

docs/source/mcmc_samplers/slice_covariance_matching.rst

@@ -0,0 +1,7 @@
+**************************************************
+Slice Sampling - Covariance Matching MCMC
+**************************************************
+
+.. currentmodule:: pints
+
+.. autoclass:: SliceCovarianceMatchingMCMC

examples/README.md

@@ -50,10 +50,11 @@ relevant code.
 - [Slice Sampling: Stepout MCMC](./sampling/slice-stepout-mcmc.ipynb)
 
 ### MCMC with gradients
-- [Hamiltonian MCMC](./sampling/hamiltonian-mcmc.ipynb)
-- [MALA MCMC](./sampling/mala-mcmc.ipynb)
-- [Monomial-Gamma HMC MCMC](./sampling/monomial-gamma-hmc.ipynb)
-- [Relativistic MCMC](./sampling/relativistic-mcmc.ipynb)
+- [Hamiltonian MCMC](./sampling-hamiltonian-mcmc.ipynb)
+- [MALA MCMC](./sampling-mala-mcmc.ipynb)
+- [Monomial-Gamma HMC MCMC](./sampling-monomial-gamma-hmc.ipynb)
+- [Relativistic MCMC](./sampling-relativistic-mcmc.ipynb)
+- [Slice Sampling: Covariance Matching MCMC](./sampling-slice-covariance-matching-mcmc.ipynb)
 
 ### Nested sampling
 - [Ellipsoidal nested sampling](./sampling/nested-ellipsoidal-sampling.ipynb)

examples/stats/custom-model.ipynb

@@ -265,9 +265,9 @@
  ],
  "metadata": {
   "kernelspec": {
-   "display_name": "Python 2",
+   "display_name": "Python 3",
    "language": "python",
-   "name": "python2"
+   "name": "python3"
   },
   "language_info": {
    "codemirror_mode": {

pints/__init__.py

@@ -209,8 +209,9 @@ def version(formatted=False):
 from ._mcmc._population import PopulationMCMC
 from ._mcmc._rao_blackwell_ac import RaoBlackwellACMC
 from ._mcmc._relativistic import RelativisticMCMC
-from ._mcmc._slice_stepout import SliceStepoutMCMC
+from ._mcmc._slice_covariance_matching import SliceCovarianceMatchingMCMC
 from ._mcmc._slice_doubling import SliceDoublingMCMC
+from ._mcmc._slice_stepout import SliceStepoutMCMC
 from ._mcmc._summary import MCMCSummary