speedy-slice: Speedy slice sampling.

[ library, math, mit ] [ Propose Tags ]

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, as well as 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 [faq] 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 (<5), lens, mcmc-types (>=1.0.1), mwc-probability (>=1.0.1), pipes, primitive, transformers [details]
License MIT
Author Jared Tobin
Maintainer jared@jtobin.ca
Category Math
Home page http://github.com/jtobin/speedy-slice
Source repo head: git clone http://github.com/jtobin/speedy-slice.git
Uploaded by JaredTobin at Thu Oct 8 08:33:35 UTC 2015
Distributions LTSHaskell:0.3.0, NixOS:0.3.0, Stackage:0.3.0
Downloads 2529 total (70 in the last 30 days)
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Status Hackage Matrix CI
Docs available [build log]
Last success reported on 2015-10-08 [all 1 reports]

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