mcmc-samplers: A library of combinators to build MCMC kernels, proposals, and targets

[ bsd3, library, machine-learning, math, numeric, statistics ] [ Propose Tags ]

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Dependencies base (==4.6.*), containers (==0.5.*), hmatrix (==0.15.*), mwc-random (==0.13.*), primitive (==0.5.*), statistics (==0.11.*), vector (==0.10.*) [details]
License LicenseRef-PublicDomain
Author Praveen Narayanan
Category Math
Uploaded by pravnar at 2014-06-21T10:21:47Z
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Downloads 2050 total (5 in the last 30 days)
Rating 2.0 (votes: 1) [estimated by Bayesian average]
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Readme for mcmc-samplers-

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Here lies a library of combinators for MCMC kernels and proposals

  • The relevant modules are Kernels, Distributions, and Actions
  • See Tests.hs for some examples on how this library can be used
  • Needs the hmatrix package
    • Might need to do cabal install hmatrix
On Gibbs.hs
  • The current implementation is for a Naive Bayes model
  • TODO:
    • Use an existing, "real" dataset instead of randomly generating sentences
    • See which words appear most frequently for each label/class
    • Average over all theta estimates and return top 10 and bottom 10 words according to these averages
    • Implement burn-in and lag (to decrease autocorrelation)