mcmc-types

Common types for sampling.

http://github.com/jtobin/mcmc-types

Version on this page:1.0.1
LTS Haskell 22.18:1.0.3
Stackage Nightly 2024-04-24:1.0.3
Latest on Hackage:1.0.3

See all snapshots mcmc-types appears in

MIT licensed by Jared Tobin
Maintained by [email protected]
This version can be pinned in stack with:mcmc-types-1.0.1@sha256:38ae4422cd7a7d282f4b0b78572d544667e815aefc9d29e5e6be23f0d69c1741,1150

Module documentation for 1.0.1

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.