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A clear and transparent implementation of MCMC methods: Metropolis, Metropolis-Hastings, and Gibbs sampling algorithms.
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7
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I'm cleaning up my repos. It seems I had forgotten to commit a minor
2c1bc26View on GitHubMCMC algorithms done (still have to do Gibbs), SubSim algorithm included, not tested yet
bce0e97View on GitHubCleaning up the module. I created new files: mcmc.py and subsim.py. I havent added anything new yet
6c8b3b9View on GitHub