Copyright	2021 Dominik Schrempf
License	GPL-3.0-or-later
Maintainer	dominik.schrempf@gmail.com
Stability	unstable
Portability	portable
Safe Haskell	Safe-Inferred
Language	Haskell2010

Mcmc.Chain.Save

Description

Creation date: Tue Jun 16 10:18:54 2020.

Save and load chains. It is easy to save and restore the current state and likelihood (or the trace), but it is not feasible to store all the proposals and so on, so they have to be provided again when continuing a run.

Synopsis

data SavedChain a = SavedChain {
- savedLink :: Link a
- savedIteration :: Int
- savedTrace :: Stack Vector (Link a)
- savedAcceptances :: Acceptances Int
- savedSeed :: (Word64, Word64)
- savedTuningParameters :: [Maybe (TuningParameter, AuxiliaryTuningParameters)]
}
toSavedChain :: Chain a -> IO (SavedChain a)
fromSavedChain :: PriorFunction a -> LikelihoodFunction a -> Cycle a -> Monitor a -> SavedChain a -> IO (Chain a)
fromSavedChainUnsafe :: PriorFunction a -> LikelihoodFunction a -> Cycle a -> Monitor a -> SavedChain a -> IO (Chain a)

Documentation

data SavedChain a Source #

Storable values of a Markov chain.

See toSavedChain.

Constructors

SavedChain
Fields savedLink :: Link a savedIteration :: Int savedTrace :: Stack Vector (Link a) savedAcceptances :: Acceptances Int savedSeed :: (Word64, Word64) savedTuningParameters :: [Maybe (TuningParameter, AuxiliaryTuningParameters)]

Instances

Instances details

FromJSON a => FromJSON (SavedChain a) Source #
Instance details Defined in Mcmc.Chain.Save Methods parseJSON :: Value -> Parser (SavedChain a) # parseJSONList :: Value -> Parser [SavedChain a] #
ToJSON a => ToJSON (SavedChain a) Source #
Instance details Defined in Mcmc.Chain.Save Methods toJSON :: SavedChain a -> Value # toEncoding :: SavedChain a -> Encoding # toJSONList :: [SavedChain a] -> Value # toEncodingList :: [SavedChain a] -> Encoding #
Show a => Show (SavedChain a) Source #
Instance details Defined in Mcmc.Chain.Save Methods showsPrec :: Int -> SavedChain a -> ShowS # show :: SavedChain a -> String # showList :: [SavedChain a] -> ShowS #
Eq a => Eq (SavedChain a) Source #
Instance details Defined in Mcmc.Chain.Save Methods (==) :: SavedChain a -> SavedChain a -> Bool # (/=) :: SavedChain a -> SavedChain a -> Bool #

toSavedChain :: Chain a -> IO (SavedChain a) Source #

Save a chain.

fromSavedChain :: PriorFunction a -> LikelihoodFunction a -> Cycle a -> Monitor a -> SavedChain a -> IO (Chain a) Source #

Load a saved chain.

Perform some safety checks:

Check that the number of proposals is equal.

Recompute and check the prior and likelihood for the last state because the functions may have changed. Of course, we cannot test for the same function, but having the same prior and likelihood at the last state is already a good indicator.

fromSavedChainUnsafe :: PriorFunction a -> LikelihoodFunction a -> Cycle a -> Monitor a -> SavedChain a -> IO (Chain a) Source #

See fromSavedChain but do not perform sanity checks. Useful when restarting a run with changed prior function, likelihood function or proposals.