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use crate::{Distribution, DistributionError, RandomVariable};
use rand::prelude::*;
pub struct SliceSampler<L, P, A>
where
L: Distribution<Value = A, Condition = f64>,
P: Distribution<Value = f64, Condition = ()>,
A: RandomVariable,
{
value: A,
likelihood: L,
prior: P,
}
#[derive(thiserror::Error, Debug)]
pub enum SliceSamplingError {
#[error("out of range")]
OutOfRange,
#[error("Unknown error")]
Unknown,
}
impl<L, P, A> SliceSampler<L, P, A>
where
L: Distribution<Value = A, Condition = f64>,
P: Distribution<Value = f64, Condition = ()>,
A: RandomVariable,
{
pub fn new(value: A, likelihood: L, prior: P) -> Result<Self, DistributionError> {
Ok(Self {
value,
likelihood,
prior,
})
}
pub fn sample(
&self,
x: f64,
max_iter: usize,
rng: &mut dyn RngCore,
) -> Result<f64, DistributionError> {
let mut st = 0.0;
let mut ed = 1.0;
let r = shrink(x)?;
let slice = self.likelihood.p_kernel(&self.value, &x)? * self.prior.p_kernel(&x, &())?
- 2.0 * rng.gen_range(0.0f64..1.0f64).ln();
for _iter in 0..max_iter {
let rnew = rng.gen_range(st..ed);
let expanded = expand(rnew)?;
let newlik = self.likelihood.p_kernel(&self.value, &expanded)?
* self.prior.p_kernel(&expanded, &())?
- (2.0 * rnew * (1.0 - rnew));
if newlik > slice {
return expand(rnew);
} else if rnew > r {
ed = rnew;
} else if rnew < r {
st = rnew;
} else {
return Ok(x);
}
}
Ok(x)
}
}
fn expand(p: f64) -> Result<f64, DistributionError> {
Ok(-100.0 * (1.0 / (p - 1.0)).ln())
}
fn shrink(x: f64) -> Result<f64, DistributionError> {
Ok(1.0 / (1.0 + (-x / 100.0).exp()))
}