monad-bayes-0.1.0.0: benchmark/SSM.hs

module Main where

import Control.Monad.IO.Class

import Control.Monad.Bayes.Sampler
import Control.Monad.Bayes.Weighted
import Control.Monad.Bayes.Population
import Control.Monad.Bayes.Inference.SMC
import Control.Monad.Bayes.Inference.RMSMC
import Control.Monad.Bayes.Inference.PMMH as PMMH
import Control.Monad.Bayes.Inference.SMC2 as SMC2

import NonlinearSSM

main :: IO ()
main = sampleIO $ do
  let t = 5
  dat <- generateData t
  let ys = map snd dat

  liftIO $ print "SMC"
  smcRes <- runPopulation $ smcMultinomial t 10 (param >>= model ys)
  liftIO $ print $ show smcRes

  liftIO $ print "RM-SMC"
  smcrmRes <- runPopulation $ rmsmcLocal t 10 10 (param >>= model ys)
  liftIO $ print $ show smcrmRes

  liftIO $ print "PMMH"
  pmmhRes <- prior $ pmmh 2 t 3 param (model ys)
  liftIO $ print $ show pmmhRes

  liftIO $ print "SMC2"
  smc2Res <- runPopulation $ smc2 t 3 2 1 param (model ys)
  liftIO $ print $ show smc2Res