-- | -- Module : Mcmc.Algorithm -- Description : Algortihms for Markov chain Monte Carlo samplers -- Copyright : 2021 Dominik Schrempf -- License : GPL-3.0-or-later -- -- Maintainer : dominik.schrempf@gmail.com -- Stability : unstable -- Portability : portable -- -- Creation date: Mon Nov 16 14:37:11 2020. module Mcmc.Algorithm ( Algorithm (..), ) where import qualified Data.ByteString.Lazy.Char8 as BL import Data.Time import Mcmc.Cycle import Mcmc.Proposal import Mcmc.Settings -- | Class for algorithms used by MCMC samplers. class Algorithm a where -- | Name. aName :: a -> String -- | Current iteration. aIteration :: a -> Int -- | Check if the current state is invalid. At the moment this should just -- check if the posterior probability is zero or NaN. aIsInValidState :: a -> Bool -- | Sample the next state. aIterate :: IterationMode -> ParallelizationMode -> a -> IO a -- | Auto tune all proposals over the last N iterations. -- -- NOTE: Computation in the 'IO' Monad is necessary because the trace is -- mutable. aAutoTune :: TuningType -> Int -> a -> IO a -- | Reset acceptance counts. aResetAcceptance :: a -> a -- | Clean after burn in. In particular, this is used to reduce the length of -- the trace, if required. aCleanAfterBurnIn :: TraceLength -> a -> IO a -- | Summarize the cycle. aSummarizeCycle :: IterationMode -> a -> BL.ByteString -- | Open required monitor files and setup corresponding file handles. aOpenMonitors :: AnalysisName -> ExecutionMode -> a -> IO a -- | Execute file monitors and possibly return a monitor string to be written -- to the standard output and the log file. aExecuteMonitors :: Verbosity -> -- | Starting time. UTCTime -> -- | Total number of iterations including burn in. Int -> a -> IO (Maybe BL.ByteString) -- | Header of monitor to standard output. aStdMonitorHeader :: a -> BL.ByteString -- | Close monitor files and remove the file handles. aCloseMonitors :: a -> IO a -- | Save analysis. aSave :: AnalysisName -> a -> IO ()