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anglican.rmh

Random-walk Metropolis-Hastings

Random-walk Metropolis-Hastings
raw docstring

->entryclj/s≠

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

Positional factory function for class anglican.rmh.entry.

Positional factory function for class anglican.rmh.entry.
cljs

Positional factory function for anglican.rmh/entry.

Positional factory function for anglican.rmh/entry.
sourceraw docstring

choice-idclj/s

(choice-id smp state)

returns a unique idenditifer for sample checkpoint and the updated state

returns a unique idenditifer for sample checkpoint
and the updated state
sourceraw docstring

correct-log-weightclj/s

(correct-log-weight state)

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

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

entrycljs

source

get-alt-proposalclj/smultimethod

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

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
sourceraw docstring

get-kernel-proposalclj/s

(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.

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.
sourceraw docstring

get-log-kappaclj/s

(get-log-kappa state)

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

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

get-log-new-val-from-priorclj/s

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

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

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

get-log-retained-probabilityclj/s

(get-log-retained-probability state)

computes log probability of retained random choices

computes log probability of retained random choices
sourceraw docstring

get-traceclj/s

(get-trace state)

returns trace

returns trace
sourceraw docstring

initial-stateclj/s

initial state for RMH

initial state for RMH
sourceraw docstring

map->entryclj/s≠

clj
(map->entry m__7585__auto__)

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

Factory function for class anglican.rmh.entry, taking a map of keywords to field values.
cljs
(map->entry G__23399)

Factory function for anglican.rmh/entry, taking a map of keywords to field values.

Factory function for anglican.rmh/entry, taking a map of keywords to field values.
sourceraw docstring

next-stateclj/s

(next-state state entry)
(next-state state entry update)

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

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

prev-stateclj/s

(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

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

rdbclj/s

(rdb trace)

creates random database from trace

creates random database from trace
sourceraw docstring

record-choiceclj/s

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

records random choice in the state

records random choice in the state
sourceraw docstring

utilityclj/s

(utility state)

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

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

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