speedy-slice
Speedy slice sampling, as per Neal, 2003.
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
working with 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
speedy-slice is a member of the declarative suite of libraries, containing a bunch of MCMC algorithms that play nicely together.