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MCMC algorithms implemented in three languages: Matlab, Python, and R

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MCMC Banana Examples

MCMC algorithms implemented in three languages: Matlab, Python, and R

In each language we demonstrate use of the following algorithms:

  • Metropolis Hastings (MH)
  • Adaptive Metropolis (AM)
  • Delayed Rejection (DR)
  • Delayed Rejection Adaptive Metropolis (DRAM)

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MCMC algorithms implemented in three languages: Matlab, Python, and R

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