monad-bayes-1.1.1: A library for probabilistic programming.

Copyright	(c) Adam Scibior 2015-2020
License	MIT
Maintainer	tweag.io
Stability	experimental
Portability	GHC
Safe Haskell	Safe-Inferred
Language	Haskell2010

Control.Monad.Bayes.Inference.MCMC

Description

Synopsis

data Proposal = SingleSiteMH
data MCMCConfig = MCMCConfig {
- proposal :: Proposal
- numMCMCSteps :: Int
- numBurnIn :: Int
}
defaultMCMCConfig :: MCMCConfig
mcmc :: MonadDistribution m => MCMCConfig -> Traced (Weighted m) a -> m [a]
mcmcBasic :: MonadDistribution m => MCMCConfig -> Traced (Weighted m) a -> m [a]
mcmcDynamic :: MonadDistribution m => MCMCConfig -> Traced (Weighted m) a -> m [a]
independentSamples :: Monad m => Traced m a -> Producer (MHResult a) m (Trace a)
mcmcP :: MonadDistribution m => MCMCConfig -> Traced m a -> Producer (MHResult a) m ()

Documentation

data Proposal Source #

Constructors

data MCMCConfig Source #

Constructors

MCMCConfig
Fields proposal :: Proposal numMCMCSteps :: Int numBurnIn :: Int

defaultMCMCConfig :: MCMCConfig Source #

mcmc :: MonadDistribution m => MCMCConfig -> Traced (Weighted m) a -> m [a] Source #

mcmcBasic :: MonadDistribution m => MCMCConfig -> Traced (Weighted m) a -> m [a] Source #

mcmcDynamic :: MonadDistribution m => MCMCConfig -> Traced (Weighted m) a -> m [a] Source #

independentSamples :: Monad m => Traced m a -> Producer (MHResult a) m (Trace a) Source #

mcmcP :: MonadDistribution m => MCMCConfig -> Traced m a -> Producer (MHResult a) m () Source #

convert a probabilistic program into a producer of samples