# The flat-mcmc package

flat-mcmc is a Haskell library for painless, efficient, general-purpose sampling from continuous distributions.

flat-mcmc uses an ensemble sampler that is invariant to affine transformations of space. It wanders a target probability distribution's parameter space as if it had been "flattened" or "unstretched" in some sense, allowing many particles to explore it locally and in parallel.

In general this sampler is useful when you want decent performance without dealing with any tuning parameters or local proposal distributions.

flat-mcmc exports an `mcmc`

function that prints a trace to stdout, as well
as a `flat`

transition operator that can be used more generally.

import Numeric.MCMC.Flat import qualified Data.Vector.Unboxed as U (unsafeIndex) rosenbrock :: Particle -> Double rosenbrock xs = negate (5 * (x1 - x0 ^ 2) ^ 2 + 0.05 * (1 - x0) ^ 2) where x0 = U.unsafeIndex xs 0 x1 = U.unsafeIndex xs 1 origin :: Ensemble origin = ensemble [ particle [negate 1.0, negate 1.0] , particle [negate 1.0, 1.0] , particle [1.0, negate 1.0] , particle [1.0, 1.0] ] main :: IO () main = withSystemRandom . asGenIO $ mcmc 12500 origin rosenbrock

## Properties

Versions | 0.1.0.0, 1.0.0, 1.0.1, 1.1.1, 1.2.1, 1.2.2, 1.3.0, 1.4.0, 1.4.1, 1.4.2, 1.5.0 |
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Dependencies | base (>4 && <6), formatting (==6.*), mcmc-types (>=1.0.1 && <2), monad-par (>=0.3.4.7 && <1), monad-par-extras (>=0.3.3 && <1), mwc-probability (>=1.0.1 && <2), pipes (==4.*), primitive (>=0.6 && <1), text (>=1.2 && <2), transformers (>=0.2 && <0.6), vector (>=0.10 && <1) [details] |

License | MIT |

Author | Jared Tobin |

Maintainer | jared@jtobin.ca |

Category | Math |

Home page | https://github.com/jtobin/flat-mcmc |

Source repository | head: git clone http://github.com/jtobin/flat-mcmc.git |

Uploaded | Mon Dec 19 19:06:53 UTC 2016 by JaredTobin |

Distributions | LTSHaskell:1.5.0, NixOS:1.5.0, Stackage:1.5.0, Tumbleweed:1.5.0 |

Downloads | 2210 total (759 in the last 30 days) |

Rating | (no votes yet) [estimated by rule of succession] |

Your Rating | |

Status | Docs available [build log] Last success reported on 2016-12-19 [all 1 reports] Hackage Matrix CI |

## Downloads

- flat-mcmc-1.5.0.tar.gz [browse] (Cabal source package)
- Package description (as included in the package)