Skip to content

kushagragpt99/MCMC

Repository files navigation

MCMC

practice exercises in MCMC

  1. Bayes logit polya-gammma - MH for Bayes Logit Regression and Gibbs sampler using data augmentation as proposed in https://arxiv.org/pdf/1205.0310.pdf

  2. MCMC normal - MCMC outputs from Normal target with varying proposals

  3. MCMC multivariate normal - MCMC algorithms for multivariate normal, understanding the impact of shrinking proposal

  4. MHWG linchpin - Metropolis Hasting within Gibbs and linchpin variable sampler

  5. MH Gibbs - Comparing Gibbs and MH for bivariate normal with varying degree of correlation

  6. Deterministic scan MH - Deterministic Scan MH for 100 dimensional normal

Releases

No releases published

Packages

No packages published

Languages