bayesmix is a C++ library for running MCMC simulations in Bayesian mixture models.

Current state of the software:

• bayesmix performs inference for mixture models of the kind

$$\begin{align*} y_1, \dots, y_n &\sim \int k\left(\cdot \mid \theta\right) P\left(\text{d}\theta\right) \\[3pt] P &\sim \Pi \end{align*}$$

For descriptions of the models supported in our library, discussion of software design, and examples, please refer to the following paper: https://arxiv.org/abs/2205.08144

• Two lightweight interfaces are available for Python (BayesMixPy) and R (BayesMixR)

Installation

For detailed instructions according to your operating system please refer to INSTALL.md.

If all requirements are satisfied, to install and use bayesmix, please cd to the folder to which you wish to install it, and clone this repository with the following command-line instruction:

git clone https://github.com/bayesmix-dev/bayesmix.git

Then, by using cd bayesmix, you will enter the newly downloaded folder.

To build the executable for the main file run_mcmc.cc, please use the following list of commands:

mkdir build
cd build
cmake .. -DDISABLE_TESTS=ON
make run_mcmc
cd ..

Remark: Configuring and compiling bayesmix for the first time will require several minutes, since cmake needs to provide and compile all the libraries on which bayesmix depends.

Tutorial

The build/run_mcmc executable can be used to perform all the necessary analysis, but it needs some command-line arguments to be passed. To perform your first run of the library right out of the box, you can call the following script from the command line:

examples/tutorial/run.sh

This is an example script that runs said executable by passing appropriate arguments to it. In order to use your custom datasets, algorithm settings, and prior specifications, you can create a copy of the above script and change the arguments as appropriate. Please refer to the documentation for more information.

Documentation

Documentation is available at https://bayesmix.readthedocs.io.

To build the documentation locally, make sure to have installed Doxygen, sphinx, and docker. Then

cd build
cmake .. -DENABLE_DOCS=ON
make document_bayesmix

will generete Sphinx documentation files in build/docs/sphinx. You can use a web browser to open the file index.html.

Contributions are welcome!

Please check out CONTRIBUTING.md for details on how to collaborate with us. You can also head to our issues page to check for useful enhancements needed.