speedy-slice: Speedy slice sampling.
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
Downloads
- speedy-slice-0.3.2.tar.gz [browse] (Cabal source package)
- Package description (revised from the package)
Note: This package has metadata revisions in the cabal description newer than included in the tarball. To unpack the package including the revisions, use 'cabal get'.
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Versions [RSS] | 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, 0.3.1, 0.3.2 |
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Dependencies | base (>=4 && <6), kan-extensions (>=5 && <6), lens (>=4 && <6), mcmc-types (>=1.0.1), mwc-probability (>=1.0.1), pipes (>=4 && <5), primitive (>=0.6 && <1.0), transformers (>=0.5 && <1.0) [details] |
Tested with | ghc ==8.8.3 |
License | MIT |
Author | Jared Tobin |
Maintainer | jared@jtobin.ca |
Revised | Revision 1 made by JaredTobin at 2024-11-09T07:40:42Z |
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 2021-02-21T07:49:28Z |
Distributions | LTSHaskell:0.3.2, NixOS:0.3.2, Stackage:0.3.2 |
Reverse Dependencies | 1 direct, 1 indirect [details] |
Downloads | 6223 total (33 in the last 30 days) |
Rating | (no votes yet) [estimated by Bayesian average] |
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Status | Docs available [build log] Last success reported on 2021-02-21 [all 1 reports] |