@hackage / mcmc-types

Common types for sampling.

Latest1.0.3

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Last updated 4 Dec 2016, by JaredTobin
License MIT
Categories Mathematics
Maintained by: jared@jtobin.ca
Lottery factor: 0

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Common types for implementing Markov Chain Monte Carlo (MCMC) algorithms.

An instance of an MCMC problem can be characterized by the following:

A target distribution over some parameter space
A parameter space for a Markov chain to wander over
A transition operator to drive the Markov chain

mcmc-types provides the suitably-general Target, Chain, and Transition types for representing these things respectively.