/mcmc_gibbs

MCMC simulation using Gibbs sampling.

Primary LanguageMATLABMIT LicenseMIT

mcmc_gibbs

MCMC simulation using Gibbs sampling.

This is the simple Gibbs sampling algorithm. The file gibbs_sample.m contains the function and an example is given in the example.m file on how to use. The example uses a simple forward model of the form dobs=m1+m2*x+error

After running the example you will see the posterior plotted something like below.

Feel free to use this code as you like for research purposes. You may or may not acknowledge me and thats perfectly fine.

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