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title = "Bayesian Sampling"
weight = 40
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## Bayesian sampling

Bayesian sampling of reflectometry models is a common tool in the analysis of specular reflectometry data.
The Python programming language has a powerful infrastructure for this modelling, including packages such as [PyMC3](https://docs.pymc.io) and [PyStan](https://pystan.readthedocs.io/en/latest/).
Here, we will show how the [emcee](https://emcee.readthedocs.io/en/stable/) Python may be used to enable Bayesian sampling in BornAgain and the differential evoulation optimisation algorithm from the [scipy](https://docs.scipy.org/doc/scipy/).

### Example script

To generate these images of the probability distributions of the parameters and the maximum likelihood reflectometry profile

{{< figscg src="/files/fitted/CornerPlotBayes.png" width="500" class="center">}}
{{< figscg src="/files/fitted/ReflectivityBayes.png" width="500" class="center">}}

run this script

{{< show-ex file="bayesian/likelihood_sampling.py" >}}


### Explanation

The system under investigation in the above example is a Ni-Ti multilayer material at the interface between an Si substrate and a vacuum.
There are two parameters of interest, the thicknesses of the Ni and Ti layers.
We know the scattering length densities for each, and that in total there are 10 repetitions of the Ni-Ti sandwich.
This sample is created in the `get_sample` function.

Having built the sample, it is necessary to obtain the real experimental data.
This example requires the data file {{% ref-data-spec genx_alternating_layers.dat.gz %}}
from the BornAgain repository.

The environment variable `BA_DATA_DIR` must point to the `testdata/` directory.
From the build directory, run:
```bash
BA_DATA_DIR=../testdata python3 ../auto/Examples/bayesian/likelihood_sampling.py
```

The `get_real_data` function defines an uncertainty in the reflectivity of 10 %.

The simulation is then defined in the `get_simulation` function, which is passed a series of angles, however, this may be modified to perform a Q-scan as necessary.
The final function that is necessary is the simulation of specular reflectometry is the `run_simulation` function.
This will take the angle-value to be simulated and thickness for the Ni and Ti layers and then return the result of the simulation as a `numpy.array`.

We will use the `emcee` package to sampling the likelihood of the data (we are follow their [data fitting example](https://emcee.readthedocs.io/en/stable/tutorials/line/)).
Therefore, it is necessary to define a likelihood (the `log_likelihood` function) objective.
Then, within the main body of the scirpt we firstly find the maximum likelihood solution using a differential evolution algorithm from the `scipy.optimize` library.
This should print that then thicknesses are around `7 nm` and `3 nm` for the Ni and Ti respectively.

We can use the `emcee.EnsembleSampler` to probe the uncertainties in the parameters and there correlation.
This will perform the sampling for some time (on my machine it took about 2.5 minutes to sample 1000 steps with 32 walkers).
Having collected the samples, we can then unpack them and using the `corner` package visualise them.
This will give the first image shown above.

Finally, we can plot the maximum likelihood estimate for the model along with the experimental data.
This is the second image above.

Note that the `flat_samples` object describes the distributions shown in the corner plot.
Therefore we can find values of interest, such as the standard deviation or confident intervals.
