ghc-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.
MIT