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I did also try your (@reubenharry) type family approach but was foxed by the type error given by this function
mhTrans' :: (StatefulGen g m, MonadReader g m) =>
MonadDistribution m => Weighted (Density Identity) a -> Trace a -> m (Trace a)
mhTrans' m = mhTrans (hoistW (hoistD (return . runIdentity)) m)
-- | A variant of 'mhTrans' with an external sampling monad.
mhTrans' :: MonadSample m => Weighted (Density Identity) a -> Trace (Real m) a -> m (Trace (Real m) a)
mhTrans' m = undefined -- mhTrans (Weighted.hoist (FreeSampler.hoist (return . runIdentity)) m)
If either you (@reubenharry) or @turion had any ideas, they would be gratefully received.
Use type families in type classes to move from Double to an instance dependent number type. (Seems to work, just needs to be polished.)
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