Mcmc.Monitor.ParameterBatch

Creation date: Fri May 29 11:11:49 2020.

Batch mean monitors.

Batch parameter monitors

data MonitorParameterBatch a

Instruction about a parameter to monitor via batch means. Usually, the monitored parameter is average over the batch size. However, arbitrary functions performing more complicated analyses on the states in the batch can be provided.

XXX: Batch monitors are slow at the moment because the monitored parameter has to be extracted from the state for each iteration.

Constructors

MonitorParameterBatch

Fields

• mbpName :: String

  Name of batch monitored parameter.

• mbpFunc :: [a] -> Builder

  Instruction about how to extract the batch mean from the trace.

(@#) :: Lens' b a -> MonitorParameterBatch a -> MonitorParameterBatch b

Convert a batch parameter monitor from one data type to another using a lens.

For example, to batch monitor a real float value being the first entry of a tuple:

mon = _1 @# monitorBatchMeanRealFloat

monitorBatchMean

Arguments

:: Real a

=> String

Name.

-> MonitorParameterBatch a

Batch monitor. Print the mean with eight decimal places (half precision).

monitorBatchMeanF

Arguments

:: Real a

=> String

Name.

-> MonitorParameterBatch a

Batch monitor. Print the mean with full precision computing the shortest string of digits that correctly represent the number.

monitorBatchMeanE

Arguments

:: Real a

=> String

Name.

-> MonitorParameterBatch a

Batch monitor real float parameters such as Double with scientific notation and eight decimal places.

monitorBatchCustom

Arguments

:: String

Name.

-> ([a] -> a)

Function to calculate the batch mean.

-> (a -> Builder)

Custom builder.

-> MonitorParameterBatch a

Batch monitor parameters with custom lens and builder.