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TODO

Inference

  • HMC, etc
  • SMC:
    • ESS estimation
    • fix documentation
    • better abstraction for population
    • implement adaptive approximate bayesian computation
      • look at population genetics example

Benchmarks/Optimizations

  • lmh_incremental: benchmark implementation of trace against other implementations of integer sets
  • lmh_incremental: can we do without undo?
  • smc: can we perform resampling directly in log space?

Examples

From http://okmij.org/ftp/kakuritu/Hakaru10/

  • implement 'colored balls'
  • implement 'Bird migration problem'

Distributions

  • Provide an Owl-backed set of samplers

Misc

  • Resampling wrt dirac distributions?
  • More random walks (Levy processes, discrete random walks - eg on graphs, etc)

Tests

  • Change printf into proper logging (to be active when DAGGER_TEST_ARTIFACTS is set)
  • Improve resampling coverage (esp for population count = 1)

Error handling

  • Some asserts deserve to be cleaner errors in smc_inference