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{-# LANGUAGE ViewPatterns #-}
{-# LANGUAGE BangPatterns #-}
module PPL.Sampling where
import Control.Monad.IO.Class
import Control.Monad.Trans.State
import Data.Bifunctor
import Data.Monoid
import Numeric.Log
import PPL.Distr
import PPL.Internal
import System.Random (StdGen, random, randoms)
import qualified Streaming as S
import Streaming.Prelude (Stream, yield, Of)
mh :: Monad m => StdGen -> Double -> Meas a -> Stream (Of (a, Log Double)) m ()
mh g p m = step t0 t x w
where
(t0,t) = split $ randomTree g
(x, w) = head $ samples m t
step !t0 !t !x !w = do
let (t1:t2:t3:t4:_) = splitTrees t0
t' = mutateTree p t1 t2 t
(x', w') = head $ samples m t'
ratio = w' / w
(Exp . log -> r) = draw t3
(t'', x'', w'') = if r < ratio
then (t', x', w')
else (t, x, w)
yield (x'', w'')
step t4 t'' x'' w''
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