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MCMC-Example

MCMC python example for An Introduction to MCMC for Machine Learning

Example of Metropolis-Hastings Algorithm

  • Target distribution p(x) = 0.3exp(-0.2x^2) + 0.7exp(-0.2(x-10)^2)

  • Iteration Times = 5000

  • Proposal Distribution: q(x`|x(i)) = N(x(i), sigma=100)

@Bincheng Huang

04/25/2019