anglican.lmh — anglican 1.0.0

Lightweight Metropolis-Hastings

->entry clj

(->entry choice-id value log-p cont)

Positional factory function for class anglican.lmh.entry.

accept? clj

(accept? u-next u-prev)

compute acceptance ratio for a sample, given the new state utility and the old state utility

choice-id clj

(choice-id smp state)

returns a unique idenditifer for sample checkpoint and the updated state

correct-log-weight clj

(correct-log-weight state)

corrects log weight of a sample, setting it to 0 if the sample is in the support, -Infinity otherwise

get-log-retained-probability clj

(get-log-retained-probability state)

computes log probability of retained random choices

get-trace clj

(get-trace state)

returns trace

initial-state clj

initial state for LMH

map->entry clj

(map->entry m__7585__auto__)

Factory function for class anglican.lmh.entry, taking a map of keywords to field values.

next-state clj

(next-state state entry)

(next-state state entry update)

produces next state given current state and the trace entry to resample

prev-state clj

(prev-state state next-state entry)

(prev-state state next-state entry update)

produces previous state given the current and the next state and the resampled entry by re-attaching new rdb to the original state

rdb clj

(rdb trace)

creates random database from trace

record-choice clj

(record-choice state choice-id value log-p cont)

records random choice in the state

utility clj

(utility state)

computes state utility, used to determine the acceptance log-probability as (next-utility - prev-utility)