Speedy slice sampling.
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
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
collecting 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.