Mcmc.Algorithm

Creation date: Mon Nov 16 14:37:11 2020.

Documentation

class Algorithm a where

Class for algorithms used by MCMC samplers.

Methods

aName :: a -> String

Name.

aIteration :: a -> Int

Current iteration.

aIsInvalidState :: a -> Bool

Check if the current state is invalid. A state is invalid if the posterior probability is positive or negative infinite or NaN.

aIterate :: IterationMode -> ParallelizationMode -> a -> IO a

Sample the next state.

aAutoTune :: TuningType -> Int -> a -> IO a

Auto tune all proposals over the last N iterations.

NOTE: Computation in the IO Monad is necessary because the trace is mutable.

aResetAcceptance :: ResetAcceptance -> a -> a

Reset acceptance counts.

aCleanAfterBurnIn :: TraceLength -> a -> IO a

Clean after burn in. In particular, this is used to reduce the length of the trace, if required.

aSummarizeCycle :: IterationMode -> a -> ByteString

Summarize the proposals in the cycle.

aOpenMonitors :: AnalysisName -> ExecutionMode -> a -> IO a

Open required monitor files and setup corresponding file handles.

aExecuteMonitors

Arguments

:: Verbosity

-> UTCTime

Starting time.

-> Int

Total number of iterations including burn in.

-> a

-> IO (Maybe ByteString)

Execute file monitors and possibly return a monitor string to be written to the standard output and the log file.

aStdMonitorHeader :: a -> ByteString

Header of monitor to standard output.

aCloseMonitors :: a -> IO a

Close monitor files and remove the file handles.

aSave :: AnalysisName -> a -> IO ()

Save analysis.

Instances

ToJSON a => Algorithm (MC3 a)

Defined in Mcmc.Algorithm.MC3

Methods

aName :: MC3 a -> String

aIteration :: MC3 a -> Int

aIsInvalidState :: MC3 a -> Bool

aIterate :: IterationMode -> ParallelizationMode -> MC3 a -> IO (MC3 a)

aAutoTune :: TuningType -> Int -> MC3 a -> IO (MC3 a)

aResetAcceptance :: ResetAcceptance -> MC3 a -> MC3 a

aCleanAfterBurnIn :: TraceLength -> MC3 a -> IO (MC3 a)

aSummarizeCycle :: IterationMode -> MC3 a -> ByteString

aOpenMonitors :: AnalysisName -> ExecutionMode -> MC3 a -> IO (MC3 a)

aExecuteMonitors :: Verbosity -> UTCTime -> Int -> MC3 a -> IO (Maybe ByteString)

aStdMonitorHeader :: MC3 a -> ByteString

aCloseMonitors :: MC3 a -> IO (MC3 a)

aSave :: AnalysisName -> MC3 a -> IO ()

ToJSON a => Algorithm (MHG a)

Defined in Mcmc.Algorithm.MHG

Methods

aName :: MHG a -> String

aIteration :: MHG a -> Int

aIsInvalidState :: MHG a -> Bool

aIterate :: IterationMode -> ParallelizationMode -> MHG a -> IO (MHG a)

aAutoTune :: TuningType -> Int -> MHG a -> IO (MHG a)

aResetAcceptance :: ResetAcceptance -> MHG a -> MHG a

aCleanAfterBurnIn :: TraceLength -> MHG a -> IO (MHG a)

aSummarizeCycle :: IterationMode -> MHG a -> ByteString

aOpenMonitors :: AnalysisName -> ExecutionMode -> MHG a -> IO (MHG a)

aExecuteMonitors :: Verbosity -> UTCTime -> Int -> MHG a -> IO (Maybe ByteString)

aStdMonitorHeader :: MHG a -> ByteString

aCloseMonitors :: MHG a -> IO (MHG a)

aSave :: AnalysisName -> MHG a -> IO ()