speedy-slice
Version 0.3.2 revision 0 uploaded by JaredTobin.
Package meta
- Synopsis
- Speedy slice sampling.
- Description
Speedy slice sampling.
This implementation of the slice sampling algorithm uses lens as a means to operate over generic indexed traversable functors, so you can expect it to work if your target function takes a list, vector, map, sequence, etc. as its argument.
Additionally you can sample over anything that's an instance of both Num and Variate, which is useful in the case of discrete parameters.
Exports a mcmc function that prints a trace to stdout, a chain function for collecting results in memory, and a slice transition operator that can be used more generally.
import Numeric.MCMC.Slice import Data.Sequence (Seq, index, fromList) bnn :: Seq Double -> Double bnn xs = -0.5 * (x0 ^ 2 * x1 ^ 2 + x0 ^ 2 + x1 ^ 2 - 8 * x0 - 8 * x1) where x0 = index xs 0 x1 = index xs 1 main :: IO () main = withSystemRandom . asGenIO $ mcmc 10000 1 (fromList [0, 0]) bnn
- Author
- Jared Tobin
- Bug reports
- n/a
- Category
- Math
- Copyright
- n/a
- Homepage
- http://github.com/jtobin/speedy-slice
- Maintainer
- jared@jtobin.ca
- Package URL
- n/a
- Stability
- n/a