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
Additionally you can sample over anything that's an instance of both
Variate, which is useful in the case of discrete parameters.
mcmc function that prints a trace to stdout, a
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