run_posterior_mcmc

validation.run_posterior_mcmc(
    Yc_obs,
    spatial_W,
    spatial_w,
    alpha,
    *,
    X=None,
    p=0,
    a0=1.0,
    b0=1.0,
    rho_support=None,
    step_rho=0.05,
    m_burn=5000,
    m_keep=20000,
    thin=1,
    seed=123,
    kernel='simple',
)

Sample the Step-2 posterior on a fixed panel under explicit priors.

kernel="simple" iterates the appendix’s simplified sweep (:class:~scspill.validation.kernels.SimpleKernel) on the observed panel, mirroring the R run_mcmc_for_posterior; kernel="production" re-runs the production Step-2 sampler with the overridden priors and support.

Parameters

Name	Type	Description	Default
Yc_obs	np.ndarray	Observed donor pre-period panel, shape (T0, N).	required
spatial_W	np.ndarray	Raw spatial weights (normalized internally).	required
spatial_w	np.ndarray	Raw spatial weights (normalized internally).	required
alpha	np.ndarray	Fixed synthetic weights, shape (N,).	required
X	np.ndarray	Covariate cube (T0, N, K).	None
p	int	Number of latent factors.	0
a0	float	Inverse-gamma prior for sigma^2.	1.0
b0	float	Inverse-gamma prior for sigma^2.	1.0
rho_support	(float, float)	Support for rho (defaults to the spectral bound of A).	None
step_rho	float	Fixed Metropolis step.	0.05
m_burn	int	Burn-in, retained draws, and thinning interval.	5000
m_keep	int	Burn-in, retained draws, and thinning interval.	5000
thin	int	Burn-in, retained draws, and thinning interval.	5000
seed	int	Random seed.	123
kernel	('simple', 'production')		"simple"

Returns

Name	Type	Description
	PosteriorSummary