The speedy-slice package
Speedy slice sampling.
This implementation of the slice sampling algorithm uses lens as a means to operate over generic indexed traversable functors, so you can expect it to work if your target function takes a list, vector, map, sequence, etc. as its argument.
Additionally you can sample over anything that's an instance of both Num and Variate, which is useful in the case of discrete parameters.
Exports a mcmc function that prints a trace to stdout, a chain function for collecting results in memory, and a slice transition operator that can be used more generally.
import Numeric.MCMC.Slice import Data.Sequence (Seq, index, fromList) bnn :: Seq Double -> Double bnn xs = -0.5 * (x0 ^ 2 * x1 ^ 2 + x0 ^ 2 + x1 ^ 2 - 8 * x0 - 8 * x1) where x0 = index xs 0 x1 = index xs 1 main :: IO () main = withSystemRandom . asGenIO $ mcmc 10000 1 (fromList [0, 0]) bnn
|Versions||0.1.0.0, 0.1.1, 0.1.2, 0.1.3, 0.1.4, 0.1.5, 0.2.0, 0.3.0|
|Dependencies||base (>=4 && <6), kan-extensions (==5.*), lens (==4.*), mcmc-types (>=1.0.1), mwc-probability (>=1.0.1), pipes (==4.*), primitive (>=0.6 && <1.0), transformers (>=0.5 && <1.0) [details]|
|Source repository||head: git clone http://github.com/jtobin/speedy-slice.git|
|Uploaded||Wed Dec 21 21:15:05 UTC 2016 by JaredTobin|
|Distributions||LTSHaskell:0.3.0, NixOS:0.3.0, Stackage:0.3.0, Tumbleweed:0.3.0|
|Downloads||494 total (56 in the last 30 days)|
|Status||Docs available [build log]
Last success reported on 2016-12-21 [all 1 reports]
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