mcmc-types alternatives and similar packages
Based on the "Math" category.
Alternatively, view mcmc-types alternatives based on common mentions on social networks and blogs.
-
vector
An efficient implementation of Int-indexed arrays (both mutable and immutable), with a powerful loop optimisation framework . -
hgeometry
HGeometry is a library for computing with geometric objects in Haskell. It defines basic geometric types and primitives, and it implements some geometric data structures and algorithms. -
dimensional
Dimensional library variant built on Data Kinds, Closed Type Families, TypeNats (GHC 7.8+). -
numhask
A haskell numeric prelude, providing a clean structure for numbers and operations that combine them. -
poly
Fast polynomial arithmetic in Haskell (dense and sparse, univariate and multivariate, usual and Laurent) -
eigen
Haskel binding for Eigen library. Eigen is a C++ template library for linear algebra: matrices, vectors, numerical solvers, and related algorithms.
CodeRabbit: AI Code Reviews for Developers
* Code Quality Rankings and insights are calculated and provided by Lumnify.
They vary from L1 to L5 with "L5" being the highest.
Do you think we are missing an alternative of mcmc-types or a related project?
README
mcmc-types
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 usefully representing these things respectively.
Target
is a product type intended to hold a log-target density function and potentially its gradient.The
Chain
type represents an 'annotated' parameter space. Technically all that's required is the type of the parameter space itself (held here inchainPosition
) but in practice some additional information is typically useful. ThechainTunables
field can be used to hold arbitrary data; one should avoid using it to do something nasty like, say, invalidating the Markov property.The
Transition
type permits probabilistic transitions over some state space by way of the underlyingProb
monad.
See e.g. the mighty-metropolis library for example use.
*Note that all licence references and agreements mentioned in the mcmc-types README section above
are relevant to that project's source code only.