speedy-slice

README.md (1265B)

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 # speedy-slice
 
 Speedy slice sampling, as per [Neal, 2003](http://people.ee.duke.edu/~lcarin/slice.pdf).
 
 This implementation of the slice sampling algorithm uses `lens` as a means to
 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, a `chain` function for
 working with results in memory, and a `slice` transition operator that can be
 used more generally.
 
     import Numeric.MCMC.Slice
     import Data.Sequence (Seq, index, fromList)
 
     bnn :: Seq Double -> Double
     bnn xs = -0.5 * (x0 ^ 2 * x1 ^ 2 + x0 ^ 2 + x1 ^ 2 - 8 * x0 - 8 * x1) where
       x0 = index xs 0
       x1 = index xs 1
 
     main :: IO ()
     main = withSystemRandom . asGenIO $ mcmc 10000 1 (fromList [0, 0]) bnn
 
 ![trace](https://dl.dropboxusercontent.com/spa/u0s6617yxinm2ca/zp-9gl6z.png)
 
 *speedy-slice* is a member of the [declarative][decl] suite of libraries,
 containing a bunch of MCMC algorithms that play nicely together.
 
 [decl]: https://github.com/jtobin/declarative