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package prbnmcn-stats
Module Mh.Make_core_sampling_loopSource
Generic sampling loop.
Parameters
module X : Basic_structures.Basic_intf.PpSignature
Source
val mcmc :
verbosity:[ `Silent | `Progress | `Trace ] ->
initial:X.t ->
burn_in:int ->
(X.t -> ('s, X.t) Stats_intf.gen) ->
('s, ('s, X.t) Stats_intf.gen) Stats_intf.genThe sampler function produces a generative probability. More precisely: each sample from mcmc ~verbosity ~initial ~burn_in is a distinct Markov chain, which samples can in-turn be obtained by calling iteratively the closure returned by mcmc. Concretely, the outer `Stats.gen` corresponds to sampling the burn-in while the inner corresponds to sampling from the actual chain.
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