Sampler

Each of the sampling functions of the Mamba Gibbs sampling scheme is implemented as a Sampler type object, whose fields are summarized herein. The eval field is an anonymous function defined as

function(model::Mamba.Model, block::Integer)

where model contains all model nodes, and block is an index identifying the corresponding sampling function in a vector of all samplers for the associated model. Through the arguments, all model nodes and fields can be accessed in the body of the function. The function may return an updated sample for the nodes identified in its params field. Such a return value can be a structure of the same type as the node if the block consists of only one node, or a dictionary of node structures with keys equal to the block node symbols if one or more. Alternatively, a value of nothing may be returned. Return values that are not nothing will be used to automatically update the node values and propagate them to dependent nodes. No automatic updating will be done if nothing is returned.

Declaration

type Sampler

Fields

• params::Vector{Symbol} : symbols of stochastic nodes in the block being updated by the sampler.
• eval::Function : a sampling function that updates values of the params nodes.
• tune::Dict{String,Any} : any tuning parameters needed by the sampling function.
• targets::Vector{Symbol} : symbols of Dependent nodes that depend on and whose states must be updated after params. Elements of targets are topologically sorted so that a given node in the vector is conditionally independent of subsequent nodes, given the previous ones.

Constructor

Sampler(params::Vector{Symbol}, expr::Expr, tune::Dict=Dict())

Construct a Sampler object that defines a sampling function for a block of stochastic nodes.

Arguments

• params : symbols of nodes that are being block-updated by the sampler.
• expr : a quoted expression that makes up the body of the sampling function whose definition is described above.
• tune : tuning parameters needed by the sampling function.

Value

Returns a Sampler type object.

Example

See the Model Specification section of the tutorial.

Methods

show(s::Sampler)

Write a text representation of the defined sampling function to the current output stream.

showall(s::Sampler)

Write a verbose text representation of the defined sampling function to the current output stream.