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    anglican

    Clojars

    Jul 22, 2016


    Readme

    Index of all namespaces


    « Project + dependencies

    Anglican, a probabilistic programming system

    anglib.crpDocsSource
    crp and DPmem implementation for easy porting
    of legacy Anglican code

    VARS

    crp DPmem

    anglib.xrpDocsSource
    Sample wrappers for OBSERVE and SAMPLE
    treating ERP and XRP in the same way
    anglican.aisDocsSource
    Annealed Importance Sampling
    Options:
      :number-of-steps (1 by default)
         - number of interpolation steps to perform
      :start-exponent (0 by default)
         - initial exponent in the cooling schedule
      :end-exponent (1 by default)
         - final exponent in the cooling schedule
    anglican.importanceDocsSource
    Importance sampling
    
    anglican.ipmcmcDocsSource
    Interacting particle Markov chain Monte Carlo
    Options:
      :number-of-particles (2 by default)
        - Number of particles per sweep
      :number-of-nodes (32 by default)
        - Number of nodes running SMC and CSMC.
      :number-of-csmc-nodes (nil by default)
        - Number of nodes running as CSMC.  Must be between
          1 and (- :number-of-nodes 1). Defaults to
          (/ :number-of-nodes 2) when not specified.
      :all-particles? (true by default)
        - Return all particles, instead of 1 particle per sweep
          on each node.  Note that even when :all-particles? is
          false, particles are still weighted due to Rao-
          Blackwellization of the Gibbs updates for the CSMC indices.
      :pool (:builtin by default)
        - Threadpool argument for pmap operation over nodes.
          Defaults to creating a pool of containing (+ (ncpus) 2)
          threads. See com.climate.claypoole/pmap for further info.
    anglican.palmhDocsSource
    Parallel Adaptive LMH
    Options:
      :number-of-threads (2 by default) - number of threads
    anglican.pcascadeDocsSource
    Parallel Cascade
    Options:
      :number-of-threads (16 by default) - number of threads
      :number-of-particles (number-of-threads/2 by default)
        - number of initial particles
    anglican.pfilterDocsSource
    Particle Filter
    Options:
      :number-of-particles (1 by default)
        - number of particles per sweep
    anglican.pgibbsDocsSource
    Particle Gibbs (Iterated Conditional SMC)
    Options:
      :number-of-particles (2 by default)
        - number of particles per sweep
    anglican.pimhDocsSource
    Particle Independent Metropolis-Hastings
    Options:
      :number-of-particles (2 by default)
        - number of particles per sweep
    anglican.plmhDocsSource
    Parallel Lighweight Metropolis-Hastings
    Options:
      :number-of-threads ((min 4 #cores) by default)
        - number of threads to use
    anglican.rdbDocsSource
    Random DB, same as Lightweight Metropolis-Hastings
    
    anglican.runtimeDocsSource
    Runtime library
    

    VARS

    A abs acos asin atan

    B ->bernoulli-distribution ->beta-distribution ->binomial-distribution bernoulli beta binomial

    C ->categorical-crp-distribution ->categorical-distribution ->categorical-dp-distribution ->chi-squared-distribution ->CRP-process categorical categorical-crp categorical-dp cbrt ceil chi-squared cos cosh cov covariance cps CRP

    D ->dirichlet-discrete-process ->dirichlet-distribution ->discrete-distribution ->DP-process defdist defproc dirichlet dirichlet-discrete discrete distribution DP

    E ->exponential-distribution erf exp exponential

    F ->flip-distribution finite? flip floor from-apache

    G ->gamma-distribution ->GP-process gamma gen-matrix get-tag GP

    K kurtosis

    L l2-norm log log-gamma-fn log-mv-gamma-fn log-sum-exp

    M ->multivariate-t-distribution ->mvn-distribution ->mvn-niw-process map->bernoulli-distribution map->beta-distribution map->binomial-distribution map->categorical-crp-distribution map->categorical-distribution map->categorical-dp-distribution map->chi-squared-distribution map->CRP-process map->dirichlet-discrete-process map->dirichlet-distribution map->discrete-distribution map->DP-process map->exponential-distribution map->flip-distribution map->gamma-distribution map->GP-process map->multivariate-t-distribution map->mvn-distribution map->mvn-niw-process map->normal-distribution map->poisson-distribution map->uniform-continuous-distribution map->uniform-discrete-distribution map->wishart-distribution mean multivariate-distribution multivariate-t mvn mvn-niw mvn-niw-posterior mvn-niw-predictive

    N ->normal-distribution normal

    P ->poisson-distribution poisson pow power

    Q qualify

    R random-process rint RNG round

    S signum sin sinh skew sqrt std sum

    T tag tan tanh

    U ->uniform-continuous-distribution ->uniform-discrete-distribution uncps uniform-continuous uniform-discrete

    V variance

    W ->wishart-distribution wishart

    anglican.simanDocsSource
    MAP estimation via Simulated Annealing
    Options:
      :cooling-rate (0.99 by default)
         - cooling rate, should less than 1
      :cooling-schedule (:exponential by default)
         - cooling schedule, :exponential or :lundy-mees
      :predict-candidates (false by default)
         - output all samples rather than those with increasing
           log-weight
    anglican.smcDocsSource
    Sequential Monte Carlo
    Options:
      :number-of-particles (1 by default)
        - number of particles per sweep
    anglican.xlatDocsSource
    Translation of Anglican Scheme to Anglican Clojure, deprecated
    
    The README below is fetched from the published project artifact. Some relative links may be broken.

    Anglican

    Anglican is a probabilistic programming system implemented in Clojure, both the programming environment and the language. Introduction to anglican explains how to write and run programs in anglican.

    Everyone is welcome to write programs which call inference, as well as to extend anglican with new algorithms, propose changes, and fix bugs. Consult the developer guide for details.

    The code map provides a quick guide around the source code layout, as well as contains a list of implemented inference algorithms.

    License

    Copyright © 2014, 2015, 2016 Wood group

    This file is part of Anglican, a probabilistic programming system.

    Anglican is free software: you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version.

    Anglican is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details.

    You should have received a copy of the GNU General Public License along with Anglican. If not, see http://www.gnu.org/licenses/.