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bayesian-inference

Build Status

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)