mcmc-types

Common types for sampling. http://github.com/jtobin/mcmc-types

Version on this page:1.0.3
LTS Haskell 8.12:1.0.3
Stackage Nightly 2017-04-30:1.0.3
Latest on Hackage:1.0.3
MIT licensed by Jared Tobin
Maintained by jared@jtobin.ca

Module documentation for 1.0.3

Common types for implementing Markov Chain Monte Carlo (MCMC) algorithms.

An instance of an MCMC problem can be characterized by the following:

  • A target distribution over some parameter space

  • A parameter space for a Markov chain to wander over

  • A transition operator to drive the Markov chain

mcmc-types provides the suitably-general Target, Chain, and Transition types for representing these things respectively.

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