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MCMC with Metropolis-Hastings and HMM for statistical model of train, track and switches.
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train.py

README.md

mcmc-train

A statistical model of a train running on a track with unknown switch settings, receiving possibly faulty signals.

Implements MCMC using Metropolis-Hastings to analyse true switch settings based on observations, and also in some sense a HMM.

Generates a plot of how the prediction changes.

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