ocramz/bayesian-inference

bayesian-inference

Experiments with Bayesian inference

NB: Experimental and not ready for release

Algorithms

• General-purpose

  • Metropolis-Hastings

• Approximate Bayesian Computation (ABC)

  • Rejection Sampling ABC

  • Markov Chain Monte Carlo ABC

References

Yildirim, I. - Bayesian inference: Metropolis-Hastings sampling, 2012 (http://www.mit.edu/~ilkery/papers/MetropolisHastingsSampling.pdf)