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  • Language
    Jupyter Notebook
  • License
    MIT License
  • Created about 6 years ago
  • Updated over 4 years ago

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Repository Details

Implementation of Markov Chain Monte Carlo in Python from scratch

Markov Chain Monte Carlo

I implement from scratch, the Metropolis-Hastings algorithm in Python to find parameter distributions for a dummy data example and then of a real world problem.

I will only use numpy to implement the algorithm, and matplotlib to present the results. Scipy can be used to compute the density functions when needed, but I will also show how to implement them using numpy.