{-# LANGUAGE BangPatterns #-}
{-# LANGUAGE OverloadedStrings #-}

-- |
-- Module      :  Mcmc.Algorithm.MHG
-- Description :  Metropolis-Hastings-Green algorithm
-- Copyright   :  (c) Dominik Schrempf 2021
-- License     :  GPL-3.0-or-later
--
-- Maintainer  :  dominik.schrempf@gmail.com
-- Stability   :  unstable
-- Portability :  portable
--
-- Creation date: Tue May  5 20:11:30 2020.
--
-- The Metropolis-Hastings-Green ('MHG') algorithm.
--
-- For example, see Geyer, C. J., Introduction to Markov chain Monte Carlo, In
-- Handbook of Markov Chain Monte Carlo (pp. 45) (2011). CRC press.
module Mcmc.Algorithm.MHG
  ( MHG (..),
    mhg,
    mhgSave,
    mhgLoad,
    mhgLoadUnsafe,
    MHGRatio,
    mhgAccept,
  )
where

import Codec.Compression.GZip
import Control.Monad
import Control.Monad.IO.Class
import Control.Parallel.Strategies
import Data.Aeson
import qualified Data.ByteString.Lazy.Char8 as BL
import Data.Time
import qualified Data.Vector as VB
import Mcmc.Acceptance
import Mcmc.Algorithm
import Mcmc.Chain.Chain
import Mcmc.Chain.Link
import Mcmc.Chain.Save
import Mcmc.Chain.Trace
import Mcmc.Cycle
import Mcmc.Likelihood
import Mcmc.Monitor
import Mcmc.Posterior
import Mcmc.Prior hiding (uniform)
import Mcmc.Proposal
import Mcmc.Settings
import Numeric.Log
import System.Random.MWC
import Text.Printf
import Prelude hiding (cycle)

-- | The MHG algorithm.
newtype MHG a = MHG {MHG a -> Chain a
fromMHG :: Chain a}

instance ToJSON a => Algorithm (MHG a) where
  aName :: MHG a -> String
aName = String -> MHG a -> String
forall a b. a -> b -> a
const String
"Metropolis-Hastings-Green (MHG)"
  aIteration :: MHG a -> Int
aIteration = Chain a -> Int
forall a. Chain a -> Int
iteration (Chain a -> Int) -> (MHG a -> Chain a) -> MHG a -> Int
forall b c a. (b -> c) -> (a -> b) -> a -> c
. MHG a -> Chain a
forall a. MHG a -> Chain a
fromMHG
  aIsInValidState :: MHG a -> Bool
aIsInValidState = MHG a -> Bool
forall a. MHG a -> Bool
mhgIsInValidState
  aIterate :: IterationMode -> ParallelizationMode -> MHG a -> IO (MHG a)
aIterate = IterationMode -> ParallelizationMode -> MHG a -> IO (MHG a)
forall a.
IterationMode -> ParallelizationMode -> MHG a -> IO (MHG a)
mhgIterate
  aAutoTune :: Int -> MHG a -> IO (MHG a)
aAutoTune = Int -> MHG a -> IO (MHG a)
forall a. Int -> MHG a -> IO (MHG a)
mhgAutoTune
  aResetAcceptance :: MHG a -> MHG a
aResetAcceptance = MHG a -> MHG a
forall a. MHG a -> MHG a
mhgResetAcceptance
  aSummarizeCycle :: IterationMode -> MHG a -> ByteString
aSummarizeCycle = IterationMode -> MHG a -> ByteString
forall a. IterationMode -> MHG a -> ByteString
mhgSummarizeCycle
  aOpenMonitors :: AnalysisName -> ExecutionMode -> MHG a -> IO (MHG a)
aOpenMonitors = AnalysisName -> ExecutionMode -> MHG a -> IO (MHG a)
forall a. AnalysisName -> ExecutionMode -> MHG a -> IO (MHG a)
mhgOpenMonitors
  aExecuteMonitors :: Verbosity -> UTCTime -> Int -> MHG a -> IO (Maybe ByteString)
aExecuteMonitors = Verbosity -> UTCTime -> Int -> MHG a -> IO (Maybe ByteString)
forall a.
Verbosity -> UTCTime -> Int -> MHG a -> IO (Maybe ByteString)
mhgExecuteMonitors
  aStdMonitorHeader :: MHG a -> ByteString
aStdMonitorHeader = MHG a -> ByteString
forall a. MHG a -> ByteString
mhgStdMonitorHeader
  aCloseMonitors :: MHG a -> IO (MHG a)
aCloseMonitors = MHG a -> IO (MHG a)
forall a. MHG a -> IO (MHG a)
mhgCloseMonitors
  aSave :: AnalysisName -> MHG a -> IO ()
aSave = AnalysisName -> MHG a -> IO ()
forall a. ToJSON a => AnalysisName -> MHG a -> IO ()
mhgSave

-- | Initialize an MHG algorithm.
--
-- NOTE: Computation in the 'IO' Monad is necessary because the trace is
-- mutable.
mhg ::
  Settings ->
  PriorFunction a ->
  LikelihoodFunction a ->
  Cycle a ->
  Monitor a ->
  InitialState a ->
  GenIO ->
  IO (MHG a)
mhg :: Settings
-> PriorFunction a
-> PriorFunction a
-> Cycle a
-> Monitor a
-> a
-> GenIO
-> IO (MHG a)
mhg Settings
s PriorFunction a
pr PriorFunction a
lh Cycle a
cc Monitor a
mn a
i0 GenIO
g = do
  -- The trace is a mutable vector and the mutable state needs to be handled by
  -- a monad.
  Trace a
tr <- Int -> Link a -> IO (Trace a)
forall a. Int -> Link a -> IO (Trace a)
replicateT Int
traceLength Link a
l0
  MHG a -> IO (MHG a)
forall (m :: * -> *) a. Monad m => a -> m a
return (MHG a -> IO (MHG a)) -> MHG a -> IO (MHG a)
forall a b. (a -> b) -> a -> b
$ Chain a -> MHG a
forall a. Chain a -> MHG a
MHG (Chain a -> MHG a) -> Chain a -> MHG a
forall a b. (a -> b) -> a -> b
$ Maybe Int
-> Link a
-> Int
-> Trace a
-> Acceptance (Proposal a)
-> GenIO
-> Int
-> PriorFunction a
-> PriorFunction a
-> Cycle a
-> Monitor a
-> Chain a
forall a.
Maybe Int
-> Link a
-> Int
-> Trace a
-> Acceptance (Proposal a)
-> GenIO
-> Int
-> PriorFunction a
-> PriorFunction a
-> Cycle a
-> Monitor a
-> Chain a
Chain Maybe Int
forall a. Maybe a
Nothing Link a
l0 Int
0 Trace a
tr Acceptance (Proposal a)
ac GenIO
g Int
0 PriorFunction a
pr PriorFunction a
lh Cycle a
cc Monitor a
mn
  where
    l0 :: Link a
l0 = a -> Prior -> Prior -> Link a
forall a. a -> Prior -> Prior -> Link a
Link a
i0 (PriorFunction a
pr a
i0) (PriorFunction a
lh a
i0)
    ac :: Acceptance (Proposal a)
ac = [Proposal a] -> Acceptance (Proposal a)
forall k. Ord k => [k] -> Acceptance k
emptyA ([Proposal a] -> Acceptance (Proposal a))
-> [Proposal a] -> Acceptance (Proposal a)
forall a b. (a -> b) -> a -> b
$ Cycle a -> [Proposal a]
forall a. Cycle a -> [Proposal a]
ccProposals Cycle a
cc
    batchMonitorSizes :: [Int]
batchMonitorSizes = (MonitorBatch a -> Int) -> [MonitorBatch a] -> [Int]
forall a b. (a -> b) -> [a] -> [b]
map MonitorBatch a -> Int
forall a. MonitorBatch a -> Int
getMonitorBatchSize ([MonitorBatch a] -> [Int]) -> [MonitorBatch a] -> [Int]
forall a b. (a -> b) -> a -> b
$ Monitor a -> [MonitorBatch a]
forall a. Monitor a -> [MonitorBatch a]
mBatches Monitor a
mn
    minimumTraceLength :: Int
minimumTraceLength = case Settings -> TraceLength
sTraceLength Settings
s of
      TraceLength
TraceAuto -> Int
1
      TraceMinimum Int
n -> Int
n
    bi :: Int
bi = case Settings -> BurnInSettings
sBurnIn Settings
s of
      BurnInWithAutoTuning Int
_ Int
n -> Int
n
      BurnInWithCustomAutoTuning [Int]
ns [Int]
ms -> Int -> Int -> Int
forall a. Ord a => a -> a -> a
max ([Int] -> Int
forall (t :: * -> *) a. (Foldable t, Ord a) => t a -> a
maximum ([Int] -> Int) -> [Int] -> Int
forall a b. (a -> b) -> a -> b
$ Int
0 Int -> [Int] -> [Int]
forall a. a -> [a] -> [a]
: [Int]
ns) ([Int] -> Int
forall (t :: * -> *) a. (Foldable t, Ord a) => t a -> a
maximum ([Int] -> Int) -> [Int] -> Int
forall a b. (a -> b) -> a -> b
$ Int
0 Int -> [Int] -> [Int]
forall a. a -> [a] -> [a]
: [Int]
ms)
      BurnInSettings
_ -> Int
0
    traceLength :: Int
traceLength = [Int] -> Int
forall (t :: * -> *) a. (Foldable t, Ord a) => t a -> a
maximum ([Int] -> Int) -> [Int] -> Int
forall a b. (a -> b) -> a -> b
$ Int
minimumTraceLength Int -> [Int] -> [Int]
forall a. a -> [a] -> [a]
: Int
bi Int -> [Int] -> [Int]
forall a. a -> [a] -> [a]
: [Int]
batchMonitorSizes

mhgFn :: AnalysisName -> FilePath
mhgFn :: AnalysisName -> String
mhgFn (AnalysisName String
nm) = String
nm String -> String -> String
forall a. [a] -> [a] -> [a]
++ String
".mcmc.mhg"

-- | Save an MHG algorithm.
mhgSave ::
  ToJSON a =>
  AnalysisName ->
  MHG a ->
  IO ()
mhgSave :: AnalysisName -> MHG a -> IO ()
mhgSave AnalysisName
nm (MHG Chain a
c) = do
  SavedChain a
savedChain <- Chain a -> IO (SavedChain a)
forall a. Chain a -> IO (SavedChain a)
toSavedChain Chain a
c
  String -> ByteString -> IO ()
BL.writeFile (AnalysisName -> String
mhgFn AnalysisName
nm) (ByteString -> IO ()) -> ByteString -> IO ()
forall a b. (a -> b) -> a -> b
$ ByteString -> ByteString
compress (ByteString -> ByteString) -> ByteString -> ByteString
forall a b. (a -> b) -> a -> b
$ SavedChain a -> ByteString
forall a. ToJSON a => a -> ByteString
encode SavedChain a
savedChain

-- | Load an MHG algorithm.
--
-- See 'Mcmc.Mcmc.mcmcContinue'.
mhgLoad ::
  FromJSON a =>
  PriorFunction a ->
  LikelihoodFunction a ->
  Cycle a ->
  Monitor a ->
  AnalysisName ->
  IO (MHG a)
mhgLoad :: PriorFunction a
-> PriorFunction a
-> Cycle a
-> Monitor a
-> AnalysisName
-> IO (MHG a)
mhgLoad = (PriorFunction a
 -> PriorFunction a
 -> Cycle a
 -> Monitor a
 -> SavedChain a
 -> IO (Chain a))
-> PriorFunction a
-> PriorFunction a
-> Cycle a
-> Monitor a
-> AnalysisName
-> IO (MHG a)
forall a.
FromJSON a =>
(PriorFunction a
 -> PriorFunction a
 -> Cycle a
 -> Monitor a
 -> SavedChain a
 -> IO (Chain a))
-> PriorFunction a
-> PriorFunction a
-> Cycle a
-> Monitor a
-> AnalysisName
-> IO (MHG a)
mhgLoadWith PriorFunction a
-> PriorFunction a
-> Cycle a
-> Monitor a
-> SavedChain a
-> IO (Chain a)
forall a.
PriorFunction a
-> PriorFunction a
-> Cycle a
-> Monitor a
-> SavedChain a
-> IO (Chain a)
fromSavedChain

-- | See 'mhgLoad' but do not perform sanity checks.
--
-- Useful when restarting a run with changed prior function, likelihood function
-- or proposals. Use with care!
mhgLoadUnsafe ::
  FromJSON a =>
  PriorFunction a ->
  LikelihoodFunction a ->
  Cycle a ->
  Monitor a ->
  AnalysisName ->
  IO (MHG a)
mhgLoadUnsafe :: PriorFunction a
-> PriorFunction a
-> Cycle a
-> Monitor a
-> AnalysisName
-> IO (MHG a)
mhgLoadUnsafe = (PriorFunction a
 -> PriorFunction a
 -> Cycle a
 -> Monitor a
 -> SavedChain a
 -> IO (Chain a))
-> PriorFunction a
-> PriorFunction a
-> Cycle a
-> Monitor a
-> AnalysisName
-> IO (MHG a)
forall a.
FromJSON a =>
(PriorFunction a
 -> PriorFunction a
 -> Cycle a
 -> Monitor a
 -> SavedChain a
 -> IO (Chain a))
-> PriorFunction a
-> PriorFunction a
-> Cycle a
-> Monitor a
-> AnalysisName
-> IO (MHG a)
mhgLoadWith PriorFunction a
-> PriorFunction a
-> Cycle a
-> Monitor a
-> SavedChain a
-> IO (Chain a)
forall a.
PriorFunction a
-> PriorFunction a
-> Cycle a
-> Monitor a
-> SavedChain a
-> IO (Chain a)
fromSavedChainUnsafe

-- Nice type :-).
mhgLoadWith ::
  FromJSON a =>
  (PriorFunction a -> LikelihoodFunction a -> Cycle a -> Monitor a -> SavedChain a -> IO (Chain a)) ->
  PriorFunction a ->
  LikelihoodFunction a ->
  Cycle a ->
  Monitor a ->
  AnalysisName ->
  IO (MHG a)
mhgLoadWith :: (PriorFunction a
 -> PriorFunction a
 -> Cycle a
 -> Monitor a
 -> SavedChain a
 -> IO (Chain a))
-> PriorFunction a
-> PriorFunction a
-> Cycle a
-> Monitor a
-> AnalysisName
-> IO (MHG a)
mhgLoadWith PriorFunction a
-> PriorFunction a
-> Cycle a
-> Monitor a
-> SavedChain a
-> IO (Chain a)
f PriorFunction a
pr PriorFunction a
lh Cycle a
cc Monitor a
mn AnalysisName
nm = do
  Either String (SavedChain a)
savedChain <- ByteString -> Either String (SavedChain a)
forall a. FromJSON a => ByteString -> Either String a
eitherDecode (ByteString -> Either String (SavedChain a))
-> (ByteString -> ByteString)
-> ByteString
-> Either String (SavedChain a)
forall b c a. (b -> c) -> (a -> b) -> a -> c
. ByteString -> ByteString
decompress (ByteString -> Either String (SavedChain a))
-> IO ByteString -> IO (Either String (SavedChain a))
forall (f :: * -> *) a b. Functor f => (a -> b) -> f a -> f b
<$> String -> IO ByteString
BL.readFile (AnalysisName -> String
mhgFn AnalysisName
nm)
  Chain a
chain <- (String -> IO (Chain a))
-> (SavedChain a -> IO (Chain a))
-> Either String (SavedChain a)
-> IO (Chain a)
forall a c b. (a -> c) -> (b -> c) -> Either a b -> c
either String -> IO (Chain a)
forall a. HasCallStack => String -> a
error (PriorFunction a
-> PriorFunction a
-> Cycle a
-> Monitor a
-> SavedChain a
-> IO (Chain a)
f PriorFunction a
pr PriorFunction a
lh Cycle a
cc Monitor a
mn) Either String (SavedChain a)
savedChain
  MHG a -> IO (MHG a)
forall (m :: * -> *) a. Monad m => a -> m a
return (MHG a -> IO (MHG a)) -> MHG a -> IO (MHG a)
forall a b. (a -> b) -> a -> b
$ Chain a -> MHG a
forall a. Chain a -> MHG a
MHG Chain a
chain

-- | MHG ratios are stored in log domain.
type MHGRatio = Log Double

-- The MHG ratio. This implementation has the following properties:
--
-- - The ratio is 'Infinity' if fX is zero. In this case, the proposal is always
--   accepted.
--
-- - The ratio 'NaN' if (fY or q or j) and fX are zero. In this case, the
--   proposal is always rejected.
--
-- This means that a chain in a state with posterior probability zero (fX=0) can
-- only move if a state with non-zero posterior probability is proposed.
-- Otherwise it is stuck. Therefore, I print a warning when the posterior
-- probability is zero in the beginning of the MCMC run. This is probably not
-- the best behavior, but see below.
--
-- There is a discrepancy between authors saying that one should (a) always
-- accept the new state when the current posterior is zero (Chapter 4 of [1],
-- [2]), or (b) almost surely reject the proposal when either fY or q are zero
-- (Chapter 1 of [1]).
--
-- Since I trust the author of Chapter 1 (Charles Geyer) I choose to follow
-- option (b). However, Option (a) is more user-friendly.
--
-- [1] Handbook of markov chain monte carlo (2011), CRC press.
--
-- [2] Dellaportas, P., & Roberts, G. O., An introduction to mcmc, Lecture Notes
-- in Statistics, (), 1–41 (2003).
-- http://dx.doi.org/10.1007/978-0-387-21811-3_1.
mhgRatio :: Posterior -> Posterior -> KernelRatio -> Jacobian -> MHGRatio
-- q = qYX / qXY * jXY; see 'ProposalSimple'.
-- j = Jacobian.
mhgRatio :: Prior -> Prior -> Prior -> Prior -> Prior
mhgRatio Prior
fX Prior
fY Prior
q Prior
j = Prior
fY Prior -> Prior -> Prior
forall a. Fractional a => a -> a -> a
/ Prior
fX Prior -> Prior -> Prior
forall a. Num a => a -> a -> a
* Prior
q Prior -> Prior -> Prior
forall a. Num a => a -> a -> a
* Prior
j
{-# INLINE mhgRatio #-}

-- | Accept or reject a proposal with given MHG ratio?
mhgAccept :: MHGRatio -> GenIO -> IO Bool
mhgAccept :: Prior -> GenIO -> IO Bool
mhgAccept Prior
r GenIO
g
  | Prior -> Double
forall a. Log a -> a
ln Prior
r Double -> Double -> Bool
forall a. Ord a => a -> a -> Bool
>= Double
0.0 = Bool -> IO Bool
forall (m :: * -> *) a. Monad m => a -> m a
return Bool
True
  | Bool
otherwise = do
      Double
b <- GenIO -> IO Double
forall a (m :: * -> *).
(Variate a, PrimMonad m) =>
Gen (PrimState m) -> m a
uniform GenIO
g
      Bool -> IO Bool
forall (m :: * -> *) a. Monad m => a -> m a
return (Bool -> IO Bool) -> Bool -> IO Bool
forall a b. (a -> b) -> a -> b
$ Double
b Double -> Double -> Bool
forall a. Ord a => a -> a -> Bool
< Double -> Double
forall a. Floating a => a -> a
exp (Prior -> Double
forall a. Log a -> a
ln Prior
r)

mhgPropose :: MHG a -> Proposal a -> IO (MHG a)
mhgPropose :: MHG a -> Proposal a -> IO (MHG a)
mhgPropose (MHG Chain a
c) Proposal a
p = do
  -- 1. Sample new state.
  (!a
y, !Prior
q, !Prior
j) <- IO (a, Prior, Prior) -> IO (a, Prior, Prior)
forall (m :: * -> *) a. MonadIO m => IO a -> m a
liftIO (IO (a, Prior, Prior) -> IO (a, Prior, Prior))
-> IO (a, Prior, Prior) -> IO (a, Prior, Prior)
forall a b. (a -> b) -> a -> b
$ a -> Gen RealWorld -> IO (a, Prior, Prior)
s a
x Gen RealWorld
g
  -- 2. Calculate Metropolis-Hastings-Green ratio.
  --
  -- Most often, parallelization is not helpful, because the prior and
  -- likelihood functions are too fast; see
  -- https://stackoverflow.com/a/46603680/3536806.
  let (Prior
pY, Prior
lY) = (PriorFunction a
pF a
y, PriorFunction a
lF a
y) (Prior, Prior) -> Strategy (Prior, Prior) -> (Prior, Prior)
forall a. a -> Strategy a -> a
`using` Strategy Prior -> Strategy Prior -> Strategy (Prior, Prior)
forall a b. Strategy a -> Strategy b -> Strategy (a, b)
parTuple2 Strategy Prior
forall a. NFData a => Strategy a
rdeepseq Strategy Prior
forall a. NFData a => Strategy a
rdeepseq
  -- let !pY = pF y
  --     !lY = lF y
  let !r :: Prior
r = Prior -> Prior -> Prior -> Prior -> Prior
mhgRatio (Prior
pX Prior -> Prior -> Prior
forall a. Num a => a -> a -> a
* Prior
lX) (Prior
pY Prior -> Prior -> Prior
forall a. Num a => a -> a -> a
* Prior
lY) Prior
q Prior
j
  -- 3. Accept or reject.
  Bool
accept <- Prior -> GenIO -> IO Bool
mhgAccept Prior
r Gen RealWorld
GenIO
g
  if Bool
accept
    then do
      let !ac' :: Acceptance (Proposal a)
ac' = Proposal a
-> Bool -> Acceptance (Proposal a) -> Acceptance (Proposal a)
forall k. Ord k => k -> Bool -> Acceptance k -> Acceptance k
pushA Proposal a
p Bool
True Acceptance (Proposal a)
ac
      MHG a -> IO (MHG a)
forall (m :: * -> *) a. Monad m => a -> m a
return (MHG a -> IO (MHG a)) -> MHG a -> IO (MHG a)
forall a b. (a -> b) -> a -> b
$ Chain a -> MHG a
forall a. Chain a -> MHG a
MHG (Chain a -> MHG a) -> Chain a -> MHG a
forall a b. (a -> b) -> a -> b
$ Chain a
c {link :: Link a
link = a -> Prior -> Prior -> Link a
forall a. a -> Prior -> Prior -> Link a
Link a
y Prior
pY Prior
lY, acceptance :: Acceptance (Proposal a)
acceptance = Acceptance (Proposal a)
ac'}
    else do
      let !ac' :: Acceptance (Proposal a)
ac' = Proposal a
-> Bool -> Acceptance (Proposal a) -> Acceptance (Proposal a)
forall k. Ord k => k -> Bool -> Acceptance k -> Acceptance k
pushA Proposal a
p Bool
False Acceptance (Proposal a)
ac
      MHG a -> IO (MHG a)
forall (m :: * -> *) a. Monad m => a -> m a
return (MHG a -> IO (MHG a)) -> MHG a -> IO (MHG a)
forall a b. (a -> b) -> a -> b
$ Chain a -> MHG a
forall a. Chain a -> MHG a
MHG (Chain a -> MHG a) -> Chain a -> MHG a
forall a b. (a -> b) -> a -> b
$ Chain a
c {acceptance :: Acceptance (Proposal a)
acceptance = Proposal a
-> Bool -> Acceptance (Proposal a) -> Acceptance (Proposal a)
forall k. Ord k => k -> Bool -> Acceptance k -> Acceptance k
pushA Proposal a
p Bool
False Acceptance (Proposal a)
ac'}
  where
    s :: ProposalSimple a
s = Proposal a -> ProposalSimple a
forall a. Proposal a -> ProposalSimple a
prSimple Proposal a
p
    (Link a
x Prior
pX Prior
lX) = Chain a -> Link a
forall a. Chain a -> Link a
link Chain a
c
    pF :: PriorFunction a
pF = Chain a -> PriorFunction a
forall a. Chain a -> PriorFunction a
priorFunction Chain a
c
    lF :: PriorFunction a
lF = Chain a -> PriorFunction a
forall a. Chain a -> PriorFunction a
likelihoodFunction Chain a
c
    ac :: Acceptance (Proposal a)
ac = Chain a -> Acceptance (Proposal a)
forall a. Chain a -> Acceptance (Proposal a)
acceptance Chain a
c
    g :: GenIO
g = Chain a -> GenIO
forall a. Chain a -> GenIO
generator Chain a
c

mhgPush :: MHG a -> IO (MHG a)
mhgPush :: MHG a -> IO (MHG a)
mhgPush (MHG Chain a
c) = do
  Trace a
t' <- Link a -> Trace a -> IO (Trace a)
forall a. Link a -> Trace a -> IO (Trace a)
pushT Link a
i Trace a
t
  MHG a -> IO (MHG a)
forall (m :: * -> *) a. Monad m => a -> m a
return (MHG a -> IO (MHG a)) -> MHG a -> IO (MHG a)
forall a b. (a -> b) -> a -> b
$ Chain a -> MHG a
forall a. Chain a -> MHG a
MHG Chain a
c {trace :: Trace a
trace = Trace a
t', iteration :: Int
iteration = Int -> Int
forall a. Enum a => a -> a
succ Int
n}
  where
    i :: Link a
i = Chain a -> Link a
forall a. Chain a -> Link a
link Chain a
c
    t :: Trace a
t = Chain a -> Trace a
forall a. Chain a -> Trace a
trace Chain a
c
    n :: Int
n = Chain a -> Int
forall a. Chain a -> Int
iteration Chain a
c

-- Check if the current state is invalid.
--
-- At the moment this just checks whether the prior, likelihood, or posterior
-- are NaN or infinite.
mhgIsInValidState :: MHG a -> Bool
mhgIsInValidState :: MHG a -> Bool
mhgIsInValidState MHG a
a = Prior -> Bool
forall a. RealFloat a => Log a -> Bool
check Prior
p Bool -> Bool -> Bool
|| Prior -> Bool
forall a. RealFloat a => Log a -> Bool
check Prior
l Bool -> Bool -> Bool
|| Prior -> Bool
forall a. RealFloat a => Log a -> Bool
check (Prior
p Prior -> Prior -> Prior
forall a. Num a => a -> a -> a
* Prior
l)
  where
    x :: Link a
x = Chain a -> Link a
forall a. Chain a -> Link a
link (Chain a -> Link a) -> Chain a -> Link a
forall a b. (a -> b) -> a -> b
$ MHG a -> Chain a
forall a. MHG a -> Chain a
fromMHG MHG a
a
    p :: Prior
p = Link a -> Prior
forall a. Link a -> Prior
prior Link a
x
    l :: Prior
l = Link a -> Prior
forall a. Link a -> Prior
likelihood Link a
x
    check :: Log a -> Bool
check Log a
v = let v' :: a
v' = Log a -> a
forall a. Log a -> a
ln Log a
v in a -> Bool
forall a. RealFloat a => a -> Bool
isNaN a
v' Bool -> Bool -> Bool
|| a -> Bool
forall a. RealFloat a => a -> Bool
isInfinite a
v' Bool -> Bool -> Bool
|| a
v' a -> a -> Bool
forall a. Eq a => a -> a -> Bool
== a
0

-- Ignore the number of capabilities. I have tried a lot of stuff, but the MHG
-- algorithm is just inherently sequential. Parallelization can be achieved by
-- having parallel prior and/or likelihood functions, or by using algorithms
-- running parallel chains such as 'MC3'.
mhgIterate :: IterationMode -> ParallelizationMode -> MHG a -> IO (MHG a)
mhgIterate :: IterationMode -> ParallelizationMode -> MHG a -> IO (MHG a)
mhgIterate IterationMode
m ParallelizationMode
_ MHG a
a = do
  [Proposal a]
ps <- IterationMode -> Cycle a -> GenIO -> IO [Proposal a]
forall a. IterationMode -> Cycle a -> GenIO -> IO [Proposal a]
prepareProposals IterationMode
m Cycle a
cc Gen RealWorld
GenIO
g
  MHG a
a' <- (MHG a -> Proposal a -> IO (MHG a))
-> MHG a -> [Proposal a] -> IO (MHG a)
forall (t :: * -> *) (m :: * -> *) b a.
(Foldable t, Monad m) =>
(b -> a -> m b) -> b -> t a -> m b
foldM MHG a -> Proposal a -> IO (MHG a)
forall a. MHG a -> Proposal a -> IO (MHG a)
mhgPropose MHG a
a [Proposal a]
ps
  MHG a -> IO (MHG a)
forall a. MHG a -> IO (MHG a)
mhgPush MHG a
a'
  where
    c :: Chain a
c = MHG a -> Chain a
forall a. MHG a -> Chain a
fromMHG MHG a
a
    cc :: Cycle a
cc = Chain a -> Cycle a
forall a. Chain a -> Cycle a
cycle Chain a
c
    g :: GenIO
g = Chain a -> GenIO
forall a. Chain a -> GenIO
generator Chain a
c

mhgAutoTune :: Int -> MHG a -> IO (MHG a)
mhgAutoTune :: Int -> MHG a -> IO (MHG a)
mhgAutoTune Int
n (MHG Chain a
c) = do
  Vector a
tr <- (Link a -> a) -> Vector (Link a) -> Vector a
forall a b. (a -> b) -> Vector a -> Vector b
VB.map Link a -> a
forall a. Link a -> a
state (Vector (Link a) -> Vector a)
-> IO (Vector (Link a)) -> IO (Vector a)
forall (f :: * -> *) a b. Functor f => (a -> b) -> f a -> f b
<$> Int -> Trace a -> IO (Vector (Link a))
forall a. Int -> Trace a -> IO (Vector (Link a))
takeT Int
n (Chain a -> Trace a
forall a. Chain a -> Trace a
trace Chain a
c)
  MHG a -> IO (MHG a)
forall (m :: * -> *) a. Monad m => a -> m a
return (MHG a -> IO (MHG a)) -> MHG a -> IO (MHG a)
forall a b. (a -> b) -> a -> b
$ Chain a -> MHG a
forall a. Chain a -> MHG a
MHG (Chain a -> MHG a) -> Chain a -> MHG a
forall a b. (a -> b) -> a -> b
$ Chain a
c {cycle :: Cycle a
cycle = Acceptance (Proposal a) -> Vector a -> Cycle a -> Cycle a
forall a. Acceptance (Proposal a) -> Vector a -> Cycle a -> Cycle a
autoTuneCycle Acceptance (Proposal a)
ac Vector a
tr Cycle a
cc}
  where
    ac :: Acceptance (Proposal a)
ac = Chain a -> Acceptance (Proposal a)
forall a. Chain a -> Acceptance (Proposal a)
acceptance Chain a
c
    cc :: Cycle a
cc = Chain a -> Cycle a
forall a. Chain a -> Cycle a
cycle Chain a
c

mhgResetAcceptance :: MHG a -> MHG a
mhgResetAcceptance :: MHG a -> MHG a
mhgResetAcceptance (MHG Chain a
c) = Chain a -> MHG a
forall a. Chain a -> MHG a
MHG (Chain a -> MHG a) -> Chain a -> MHG a
forall a b. (a -> b) -> a -> b
$ Chain a
c {acceptance :: Acceptance (Proposal a)
acceptance = Acceptance (Proposal a) -> Acceptance (Proposal a)
forall k. Ord k => Acceptance k -> Acceptance k
resetA Acceptance (Proposal a)
ac}
  where
    ac :: Acceptance (Proposal a)
ac = Chain a -> Acceptance (Proposal a)
forall a. Chain a -> Acceptance (Proposal a)
acceptance Chain a
c

mhgSummarizeCycle :: IterationMode -> MHG a -> BL.ByteString
mhgSummarizeCycle :: IterationMode -> MHG a -> ByteString
mhgSummarizeCycle IterationMode
m (MHG Chain a
c) = IterationMode -> Acceptance (Proposal a) -> Cycle a -> ByteString
forall a.
IterationMode -> Acceptance (Proposal a) -> Cycle a -> ByteString
summarizeCycle IterationMode
m Acceptance (Proposal a)
ac Cycle a
cc
  where
    cc :: Cycle a
cc = Chain a -> Cycle a
forall a. Chain a -> Cycle a
cycle Chain a
c
    ac :: Acceptance (Proposal a)
ac = Chain a -> Acceptance (Proposal a)
forall a. Chain a -> Acceptance (Proposal a)
acceptance Chain a
c

mhgOpenMonitors :: AnalysisName -> ExecutionMode -> MHG a -> IO (MHG a)
mhgOpenMonitors :: AnalysisName -> ExecutionMode -> MHG a -> IO (MHG a)
mhgOpenMonitors AnalysisName
nm ExecutionMode
em (MHG Chain a
c) = do
  Monitor a
m' <- String -> String -> ExecutionMode -> Monitor a -> IO (Monitor a)
forall a.
String -> String -> ExecutionMode -> Monitor a -> IO (Monitor a)
mOpen String
pre String
suf ExecutionMode
em Monitor a
m
  MHG a -> IO (MHG a)
forall (m :: * -> *) a. Monad m => a -> m a
return (MHG a -> IO (MHG a)) -> MHG a -> IO (MHG a)
forall a b. (a -> b) -> a -> b
$ Chain a -> MHG a
forall a. Chain a -> MHG a
MHG Chain a
c {monitor :: Monitor a
monitor = Monitor a
m'}
  where
    m :: Monitor a
m = Chain a -> Monitor a
forall a. Chain a -> Monitor a
monitor Chain a
c
    pre :: String
pre = AnalysisName -> String
fromAnalysisName AnalysisName
nm
    suf :: String
suf = String -> (Int -> String) -> Maybe Int -> String
forall b a. b -> (a -> b) -> Maybe a -> b
maybe String
"" (String -> Int -> String
forall r. PrintfType r => String -> r
printf String
"%02d") (Maybe Int -> String) -> Maybe Int -> String
forall a b. (a -> b) -> a -> b
$ Chain a -> Maybe Int
forall a. Chain a -> Maybe Int
chainId Chain a
c

mhgExecuteMonitors ::
  Verbosity ->
  -- Starting time.
  UTCTime ->
  -- Total number of iterations.
  Int ->
  MHG a ->
  IO (Maybe BL.ByteString)
mhgExecuteMonitors :: Verbosity -> UTCTime -> Int -> MHG a -> IO (Maybe ByteString)
mhgExecuteMonitors Verbosity
vb UTCTime
t0 Int
iTotal (MHG Chain a
c) = Verbosity
-> Int
-> Int
-> UTCTime
-> Trace a
-> Int
-> Monitor a
-> IO (Maybe ByteString)
forall a.
Verbosity
-> Int
-> Int
-> UTCTime
-> Trace a
-> Int
-> Monitor a
-> IO (Maybe ByteString)
mExec Verbosity
vb Int
i Int
i0 UTCTime
t0 Trace a
tr Int
iTotal Monitor a
m
  where
    i :: Int
i = Chain a -> Int
forall a. Chain a -> Int
iteration Chain a
c
    i0 :: Int
i0 = Chain a -> Int
forall a. Chain a -> Int
start Chain a
c
    tr :: Trace a
tr = Chain a -> Trace a
forall a. Chain a -> Trace a
trace Chain a
c
    m :: Monitor a
m = Chain a -> Monitor a
forall a. Chain a -> Monitor a
monitor Chain a
c

mhgStdMonitorHeader :: MHG a -> BL.ByteString
mhgStdMonitorHeader :: MHG a -> ByteString
mhgStdMonitorHeader (MHG Chain a
c) = MonitorStdOut a -> ByteString
forall a. MonitorStdOut a -> ByteString
msHeader (Monitor a -> MonitorStdOut a
forall a. Monitor a -> MonitorStdOut a
mStdOut (Monitor a -> MonitorStdOut a) -> Monitor a -> MonitorStdOut a
forall a b. (a -> b) -> a -> b
$ Chain a -> Monitor a
forall a. Chain a -> Monitor a
monitor Chain a
c)

mhgCloseMonitors :: MHG a -> IO (MHG a)
mhgCloseMonitors :: MHG a -> IO (MHG a)
mhgCloseMonitors (MHG Chain a
c) = do
  Monitor a
m' <- Monitor a -> IO (Monitor a)
forall a. Monitor a -> IO (Monitor a)
mClose Monitor a
m
  MHG a -> IO (MHG a)
forall (m :: * -> *) a. Monad m => a -> m a
return (MHG a -> IO (MHG a)) -> MHG a -> IO (MHG a)
forall a b. (a -> b) -> a -> b
$ Chain a -> MHG a
forall a. Chain a -> MHG a
MHG (Chain a -> MHG a) -> Chain a -> MHG a
forall a b. (a -> b) -> a -> b
$ Chain a
c {monitor :: Monitor a
monitor = Monitor a
m'}
  where
    m :: Monitor a
m = Chain a -> Monitor a
forall a. Chain a -> Monitor a
monitor Chain a
c