The sherpa.sim module

Monte-Carlo Markov Chain support for low-count data (Poisson statistics).

The sherpa.sim module provides a Bayesian algorithm with Monte-Carlo Markov Chain (MCMC) for Poisson data.

The Sherpa UI modules - e.g. sherpa.ui and sherpa.astro.ui - provide many of the routines described below (e.g. list_samplers).


The original version of the code was developed by the CHASC Astro-Statistics collaboration, and was called pyBLoCXS [1]. It has since been developed by the Chandra X-ray Center and was added to Sherpa in version 4.5.1.


The algorithm explores parameter space at a suspected minimum - i.e. after a standard Sherpa fit. It supports a flexible definition of priors and allows for variations in the calibration information. It can be used to compute posterior predictive p-values for the likelihood ratio test [2]. Future versions will allow for the incorporation of calibration uncertainty [3].

MCMC is a complex computational technique that requires some sophistication on the part of its users to ensure that it both converges and explores the posterior distribution properly. The pyBLoCXS code has been tested with a number of simple single-component spectral models. It should be used with great care in more complex settings. The code is based on the methods in [4] but employs a different MCMC sampler than is described in that article. A general description of the techniques employed along with their convergence diagnostics can be found in the Appendices of [4] and in [5].

Jumping Rules

The jumping rule determines how each step in the Monte-Carlo Markov Chain is calculated. The setting can be changed using set_sampler. The sherpa.sim module provides the following rules, which may be augmented by other modules:

  • MH uses a Metropolis-Hastings jumping rule that is a multivariate t-distribution with user-specified degrees of freedom centered on the best-fit parameters, and with multivariate scale determined by the covar function applied at the best-fit location.

  • MetropolisMH mixes this Metropolis Hastings jumping rule with a Metropolis jumping rule centered at the current draw, in both cases drawing from the same t-distribution as used with MH. The probability of using the best-fit location as the start of the jump is given by the p_M parameter of the rule (use get_sampler or get_sampler_opt to view and set_sampler_opt to set this value), otherwise the jump is from the previous location in the chain.

Options for the sampler are retrieved and set by get_sampler or get_sampler_opt, and set_sampler_opt respectively. The list of available samplers is given by list_samplers.

Choosing the parameter values

By default, the prior on each parameter is taken to be flat, varying from the parameter minima to maxima values. This prior can be changed using the set_prior function, which can set the prior for a parameter to a function or Sherpa model. The list of currently set prior-parameter pairs is returned by the list_priors function, and the prior function associated with a particular Sherpa model parameter may be accessed with get_prior.

Running the chain

The get_draws function runs a pyBLoCXS chain using fit information associated with the specified data set(s), and the currently set sampler and parameter priors, for a specified number of iterations. It returns an array of statistic values, an array of acceptance Booleans, and a 2-D array of associated parameter values.

Analyzing the results

The module contains several routines to visualize the results of the chain, including plot_trace, plot_cdf, and plot_pdf, along with sherpa.utils.get_error_estimates for calculating the limits from a parameter chain.



Analysis proceeds as normal, up to the point that a good fit has been determined, as shown below (note that a Poisson likelihood, such as the cash statistic, must be used):

>>> from sherpa.astro import ui
>>> ui.load_pha('src.pi')
>>> ui.notice(0.5, 7)
>>> ui.set_source( *
>>> ui.set_stat('cash')
>>> ui.set_method('simplex')
>>> ui.covar()

Once the best-fit location has been determined (which may require multiple calls to fit), the chain can be run. In this example the default sampler (MetropolisMH) and default parameter priors (flat, varying between the minimum and maximum values) are used, as well as the default number of iterations (1000):

>>> stats, accept, params = ui.get_draws()

The stats array contains the fit statistic for each iteration (the first element of these arrays is the starting point of the chain, so there will be 1001 elements in this case). The “trace” - i.e. statistic versus iteration - can be plotted using:

>>> ui.plot_trace(stats, name='stat')

The accept array indicates whether, at each iteration, the proposed jump was accepted, (True) or if the previous iterations parameter values are used. This can be used to look at the acceptance rate for the chain (dropping the last element and a burn-in period, which here is arbitrarily taken to be 100):

>>> nburn = 100
>>> arate = accept[nburn:-1].sum() * 1.0 / (len(accept) - nburn - 1)
>>> print(f"acceptance rate = {arate}")

The trace of the parameter values can also be displayed; in this example a burn-in period has not been removed):

>>> par1 = params[:, 0]
>>> par2 = params[:, 1]
>>> ui.plot_trace(par1, name='par1')
>>> ui.plot_trace(par2, name='par2')

The cumulative distribution can also be viewed:

>>> ui.plot_cdf(par1[nburn:], name='par1')

as well as the probability density:

>>> ui.plot_[pdf(par2[nburn:], name='par2')

The traces can be used to estimate the credible interval for a parameter:

>>> from sherpa.utils import get_error_estimates
>>> pval, plo, phi = get_error_estimates(par1[nburn:])



High-level UI to pyBLoCXS that joins the loop in 'Walk' with the jumping rule in 'Sampler'.

ReSampleData(data, model)

Re-sample a 1D dataset using asymmetric errors.



The flat prior (returns 1 everywhere).


Returns the inverse of x.


Returns the inverse of x^2.

Class Inheritance Diagram

Inheritance diagram of MCMC