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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 hiding (split)
import System.Random (StdGen, random, randoms, split)
import qualified Streaming as S
import Streaming.Prelude (Stream, yield, Of)
mh :: Monad m => StdGen -> Double -> Double -> Meas a -> Stream (Of (a, Log Double)) m ()
mh g p q m = step g2 t x w
where
t = randomTree g1
(g1,g2) = split g
(x, w) = head $ samples m t
step !g !t !x !w = do
let (g1, g2) = split g
t' = mutateTree p q g1 t
(x', w') = head $ samples m t'
ratio = w' / w
(Exp . log -> r, g3) = random g2
(t'', x'', w'') = if r < ratio
then (t', x', w')
else (t, x, w)
yield (x'', w'')
step g3 t'' x'' w''
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