Inference algorithm for sampling from the prior

src/inference/Inference.jl

@@ -48,6 +48,7 @@ export  InferenceAlgorithm,
         SMC,
         CSMC,
         PG,
+        PriorSampler,
         assume,
         dot_assume,
         observe,
@@ -489,6 +490,7 @@ include("ess.jl")
 include("hmc.jl")
 include("mh.jl")
 include("is.jl")
+include("prior.jl")
 include("AdvancedSMC.jl")
 include("gibbs.jl")
 include("../contrib/inference/sghmc.jl")

src/inference/prior.jl

@@ -0,0 +1,72 @@
+struct PriorSampler{space} <: InferenceAlgorithm end
+
+PriorSampler() = PriorSampler{()}()
+
+DynamicPPL.getspace(::PriorSampler{space}) where {space} = space
+
+function AbstractMCMC.step!(
+    ::AbstractRNG,
+    model::Model,
+    spl::Sampler{<:PriorSampler},
+    ::Integer,
+    transition;
+    kwargs...
+)
+    empty!(spl.state.vi)
+    model(spl.state.vi, spl)
+
+    return Transition(spl)
+end
+
+function Sampler(alg::PriorSampler, model::Model, s::Selector)
+    return Sampler(alg, Dict{Symbol, Any}(), s, SamplerState(VarInfo(model)))
+end
+
+####
+#### Compiler interface, i.e. tilde operators.
+####
+function DynamicPPL.assume(
+    spl::Sampler{<:PriorSampler},
+    dist::Distribution,
+    vn::VarName,
+    vi::VarInfo
+)
+    return DynamicPPL.assume(SampleFromPrior(), dist, vn, vi)
+end
+
+function DynamicPPL.dot_assume(
+    spl::Sampler{<:PriorSampler},
+    dist::MultivariateDistribution,
+    vns::AbstractArray{<:VarName},
+    var::AbstractMatrix,
+    vi::VarInfo,
+)
+    return DynamicPPL.dot_assume(SampleFromPrior(), dist, vns, var, vi)
+end
+function DynamicPPL.dot_assume(
+    spl::Sampler{<:PriorSampler},
+    dists::Union{Distribution, AbstractArray{<:Distribution}},
+    vns::AbstractArray{<:VarName},
+    var::AbstractArray,
+    vi::VarInfo,
+)
+    return DynamicPPL.dot_assume(SampleFromPrior(), dist, vns, var, vi)
+end
+
+function DynamicPPL.observe(
+    spl::Sampler{<:PriorSampler},
+    d::Distribution,
+    value,
+    vi::VarInfo,
+)
+    return DynamicPPL.observe(SampleFromPrior(), d, value, vi)
+end
+
+function DynamicPPL.dot_observe(
+    spl::Sampler{<:PriorSampler},
+    ds::Union{Distribution, AbstractArray{<:Distribution}},
+    value::AbstractArray,
+    vi::VarInfo,
+)
+    return DynamicPPL.dot_observe(SampleFromPrior(), ds, value, vi)
+end