Skip to content

ondrejbiza/mcmc

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 

History

6 Commits
 
 
 
 
 
 
 
 
 
 
 
 

Repository files navigation

Markov Chain Monte Carlo methods

This repository replicates the figures from C. Andrieu's et al. tutorial on MCMC methods.

The Metropolis-Hastings algorithm

Changing iterations:

100_iter 500_iter 1000_iter 5000_iter

Changing variance of the proposal distribution:

0.1_var 1_var 100_var 1000_var 2000_var