flat-mcmc

commit a38bbed1f53565f05dffc83dfada02a2ebe04e61
parent 79f72abe2b79991e79e7208f6ad28e45b5090aa7
Author: Jared Tobin <jared@jtobin.ca>
Date:   Sun,  3 Apr 2016 20:58:46 +0700

Estimate appropriate granularity.

Diffstat:
M
README.md
 | 
2
+-
M
lib/Numeric/MCMC/Flat.hs
 | 
7
+++++--

2 files changed, 6 insertions(+), 3 deletions(-)
diff --git a/README.md b/README.md
@@ -40,7 +40,7 @@ ensemble = fromList [
   ]
 
 main :: IO ()
-main = withSystemRandom . asGenIO $ mcmc 25000 ensemble rosenbrock
+main = withSystemRandom . asGenIO $ mcmc 12500 ensemble rosenbrock
 ```
 
 ![trace](http://jtobin.ca/flat-mcmc/img/Rosenbrock_AIE.png)
diff --git a/lib/Numeric/MCMC/Flat.hs b/lib/Numeric/MCMC/Flat.hs
@@ -80,13 +80,16 @@ execute target e0 e1 n = do
   zcs <- replicateM n uniform
   vjs <- replicateM n (uniformR (1, n))
 
-  let js      = U.fromList vjs
+  let granularity = truncate (fromIntegral n / 2)
+
+      js      = U.fromList vjs
       w0 k    = e0 `V.unsafeIndex` pred k
       w1 k ks = e1 `V.unsafeIndex` pred (ks `U.unsafeIndex` pred k)
 
+
       worker (k, z, zc) = move target (w0 k) (w1 k js) z zc
       result = runPar $
-        parMapChunk 2 worker (zip3 [1..n] zs zcs) -- FIXME granularity option
+        parMapChunk granularity worker (zip3 [1..n] zs zcs)
 
   return $ V.fromList result