deanie

An embedded probabilistic programming language.
git clone git://git.jtobin.io/deanie.git
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Importance.hs (342B)

      1 
      2 module Deanie.Inference.Importance (
      3     importance
      4   ) where
      5 
      6 import qualified Control.Foldl as L
      7 
      8 importance
      9   :: (Foldable f, Monad m, Floating w)
     10   => f a -> m b -> (b -> a -> w)
     11   -> m (w, b)
     12 importance obs prior model = do
     13   parameter <- prior
     14   let cost = L.fold (L.premap (model parameter) L.sum) obs
     15   return (exp cost, parameter)
     16