Control.Monad.Bayes.Sequential

Sequential represents a computation that can be suspended.

Documentation

data Sequential m a

Represents a computation that can be suspended at certain points. The intermediate monadic effects can be extracted, which is particularly useful for implementation of Sequential Monte Carlo related methods. All the probabilistic effects are lifted from the transformed monad, but also suspend is inserted after each factor.

Instances

MonadTrans Sequential

Defined in Control.Monad.Bayes.Sequential

Methods

lift :: Monad m => m a -> Sequential m a

Monad m => Monad (Sequential m)

Defined in Control.Monad.Bayes.Sequential

Methods

(>>=) :: Sequential m a -> (a -> Sequential m b) -> Sequential m b

(>>) :: Sequential m a -> Sequential m b -> Sequential m b

return :: a -> Sequential m a

Functor m => Functor (Sequential m)

Defined in Control.Monad.Bayes.Sequential

Methods

fmap :: (a -> b) -> Sequential m a -> Sequential m b

(<$) :: a -> Sequential m b -> Sequential m a

Monad m => Applicative (Sequential m)

Defined in Control.Monad.Bayes.Sequential

Methods

pure :: a -> Sequential m a

(<*>) :: Sequential m (a -> b) -> Sequential m a -> Sequential m b

liftA2 :: (a -> b -> c) -> Sequential m a -> Sequential m b -> Sequential m c

(*>) :: Sequential m a -> Sequential m b -> Sequential m b

(<*) :: Sequential m a -> Sequential m b -> Sequential m a

MonadIO m => MonadIO (Sequential m)

Defined in Control.Monad.Bayes.Sequential

Methods

liftIO :: IO a -> Sequential m a

MonadInfer m => MonadInfer (Sequential m)

Defined in Control.Monad.Bayes.Sequential

MonadCond m => MonadCond (Sequential m)

Execution is suspended after each score.

Defined in Control.Monad.Bayes.Sequential

Methods

score :: Log Double -> Sequential m ()

MonadSample m => MonadSample (Sequential m)

Defined in Control.Monad.Bayes.Sequential

Methods

random :: Sequential m Double

uniform :: Double -> Double -> Sequential m Double

normal :: Double -> Double -> Sequential m Double

gamma :: Double -> Double -> Sequential m Double

beta :: Double -> Double -> Sequential m Double

bernoulli :: Double -> Sequential m Bool

categorical :: Vector v Double => v Double -> Sequential m Int

logCategorical :: (Vector v (Log Double), Vector v Double) => v (Log Double) -> Sequential m Int

uniformD :: [a] -> Sequential m a

geometric :: Double -> Sequential m Int

poisson :: Double -> Sequential m Int

dirichlet :: Vector v Double => v Double -> Sequential m (v Double)

suspend :: Monad m => Sequential m ()

A point where the computation is paused.

finish :: Monad m => Sequential m a -> m a

Remove the remaining suspension points.

advance :: Monad m => Sequential m a -> Sequential m a

Execute to the next suspension point. If the computation is finished, do nothing.

finish = finish . advance

finished :: Monad m => Sequential m a -> m Bool

Return True if no more suspension points remain.

hoistFirst :: (forall x. m x -> m x) -> Sequential m a -> Sequential m a

Transform the inner monad. This operation only applies to computation up to the first suspension.

hoist :: (Monad m, Monad n) => (forall x. m x -> n x) -> Sequential m a -> Sequential n a

Transform the inner monad. The transformation is applied recursively through all the suspension points.

sis

Arguments

:: Monad m

=> (forall x. m x -> m x)

transformation

-> Int

number of time steps

-> Sequential m a

-> m a

Sequential importance sampling. Applies a given transformation after each time step.