A Markov stochastic transition operator with logging.

This package provides a Transition type that is useful for modelling (and debugging) stochastic transition kernels (used in e.g. the integration of SDEs, Markov chain Monte Carlo algorithms etc.).

It wraps the compositional random sampling functionality of `mwc-probability` and offers structured logging via `logging-effect`.

mwc-probability-transition

Types and primitives for stochastic simulation (e.g. integration of SDE, random walks, Markov Chain Monte Carlo algorithms etc.)