MIT licensed by Jared Tobin
Maintained by [email protected]
This version can be pinned in stack with:speedy-slice-0.3.0@sha256:16029e24fd3b1132fd2b66f370f3d79b6548651d545e0bab47ce2c1b9a5c03a3,2433

Module documentation for 0.3.0

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