anglican.rmh — anglican 1.0.0

Random-walk Metropolis-Hastings

->entry clj

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

Positional factory function for class anglican.rmh.entry.

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-alt-proposal clj multimethod

given the value and distribution of x_{nk}, returns an alternative proposal distribution (runtime/distribution protocol) which is centered around x_{nk} with some closeness factor sigma

get-kernel-proposal clj

(get-kernel-proposal distribution value alpha sigma)

returns a kernel proposal distribution (runtime/distribution protocol) k( . | x_{nk}) given the the value and the distribution of x_{nk}. The kernel is constructed by choosing an alternative proposal distribution using a biased coin flip with the success probability alpha.

get-log-kappa clj

(get-log-kappa state)

computes log probability arising from the transition kappa: k(x'{nk} | x{nk})

get-log-new-val-from-prior clj

(get-log-new-val-from-prior state)

computes log probability of the new choice x'_{nk} pretending it was sampled under prior

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 RMH

map->entry clj

(map->entry m__7585__auto__)

Factory function for class anglican.rmh.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)