commit 452e98aa0ed4743128572cda1c187ff64408ac56
parent 66ffe1f79fd63b3377633fa747a5c368740a8b2c
Author: Jared Tobin <jared@jtobin.ca>
Date: Wed, 7 Oct 2015 21:40:19 +1300
0.1.1 update.
Diffstat:
5 files changed, 33 insertions(+), 19 deletions(-)
diff --git a/.gitignore b/.gitignore
@@ -3,3 +3,7 @@
debug
*o
*hi
+dist
+test/Binomial*
+test/BNN
+test/Rosenbrock
diff --git a/CHANGELOG b/CHANGELOG
@@ -0,0 +1,3 @@
+- 0.1.1.0
+ * Generalize types - should now work over containers of arbitrary Num and
+ Variate instances.
diff --git a/Numeric/MCMC/Slice.hs b/Numeric/MCMC/Slice.hs
@@ -1,7 +1,8 @@
-{-# OPTIONS_GHC -Wall #-}
+-- {-# OPTIONS_GHC -Wall #-}
{-# LANGUAGE BangPatterns #-}
{-# LANGUAGE RecordWildCards #-}
{-# LANGUAGE FlexibleContexts #-}
+{-# LANGUAGE NoMonomorphismRestriction #-}
{-# LANGUAGE TypeFamilies #-}
-- |
@@ -44,7 +45,7 @@ import Data.Maybe (fromMaybe)
import Data.Sampling.Types
import Pipes hiding (next)
import qualified Pipes.Prelude as Pipes
-import System.Random.MWC.Probability (Prob, Gen)
+import System.Random.MWC.Probability (Prob, Gen, Variate)
import qualified System.Random.MWC.Probability as MWC
-- | Trace 'n' iterations of a Markov chain and stream them to stdout.
@@ -56,9 +57,9 @@ import qualified System.Random.MWC.Probability as MWC
-- -0.48500122500661846,0.46245400501919076
mcmc
:: (Show (t a), FoldableWithIndex (Index (t a)) t, Ixed (t a),
- IxValue (t a) ~ Double)
+ Num (IxValue (t a)), Variate (IxValue (t a)))
=> Int
- -> Double
+ -> IxValue (t a)
-> t a
-> (t a -> Double)
-> Gen RealWorld
@@ -75,8 +76,8 @@ mcmc n radial chainPosition target gen = runEffect $
-- A Markov chain driven by the slice transition operator.
chain
:: (PrimMonad m, FoldableWithIndex (Index (t a)) t, Ixed (t a),
- IxValue (t a) ~ Double)
- => Double
+ Num (IxValue (t a)), Variate (IxValue (t a)))
+ => IxValue (t a)
-> Chain (t a) b
-> Gen (PrimState m)
-> Producer (Chain (t a) b) m ()
@@ -89,8 +90,8 @@ chain radial = loop where
-- | A slice sampling transition operator.
slice
:: (PrimMonad m, FoldableWithIndex (Index (t a)) t, Ixed (t a),
- IxValue (t a) ~ Double)
- => Double
+ Num (IxValue (t a)), Variate (IxValue (t a)))
+ => IxValue (t a)
-> Transition m (Chain (t a) b)
slice step = do
Chain _ _ position _ <- get
@@ -110,10 +111,10 @@ slice step = do
-- Find a bracket by expanding its bounds through powers of 2.
findBracket
- :: (Ord a, Ixed s, IxValue s ~ Double)
+ :: (Ord a, Ixed s, Num (IxValue s))
=> (s -> a)
-> Index s
- -> Double
+ -> IxValue s
-> a
-> s
-> (IxValue s, IxValue s)
@@ -136,36 +137,36 @@ findBracket target index step height xs = go step xs xs where
in go (2 * e) bl0 br0
expandBracketLeft
- :: (Ixed s, IxValue s ~ Double)
+ :: (Ixed s, Num (IxValue s))
=> Index s
- -> Double
+ -> IxValue s
-> s
-> s
expandBracketLeft = expandBracketBy (-)
expandBracketRight
- :: (Ixed s, IxValue s ~ Double)
+ :: (Ixed s, Num (IxValue s))
=> Index s
- -> Double
+ -> IxValue s
-> s
-> s
expandBracketRight = expandBracketBy (+)
expandBracketBy
:: Ixed s
- => (IxValue s -> Double -> IxValue s)
+ => (IxValue s -> t -> IxValue s)
-> Index s
- -> Double
+ -> t
-> s
-> s
expandBracketBy f index step xs = xs & ix index %~ (`f` step )
-- Perform rejection sampling within the supplied bracket.
rejection
- :: (Ord a, PrimMonad m, Ixed b, IxValue b ~ Double)
+ :: (Ord a, PrimMonad m, Ixed b, Variate (IxValue b))
=> (b -> a)
-> Index b
- -> (Double, Double)
+ -> (IxValue b, IxValue b)
-> a
-> b
-> Prob m b
diff --git a/README.md b/README.md
@@ -7,6 +7,9 @@ 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, as well as a
`slice` transition operator that can be used more generally.
diff --git a/speedy-slice.cabal b/speedy-slice.cabal
@@ -1,5 +1,5 @@
name: speedy-slice
-version: 0.1.0.0
+version: 0.1.1
synopsis: Speedy slice sampling.
homepage: http://github.com/jtobin/speedy-slice
license: MIT
@@ -17,6 +17,9 @@ description:
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, as well as a
'slice' transition operator that can be used more generally.
.
