This repo contains implementation of some sampling methods : MCMC (Gibbs or Metropolis), rejected sampling and ABC sampling for posterior distribution.
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I try to implement them when reading the book
Bayesian data analysisof Gelman et al. Maybe it can have some mistake in the code. Any feedback is appreciated. -
Meanwhile, I used abstract class to helps the code can be easily maintance. You can modify it for your own sampler and customize the algorithm.