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Implementation of Markov Chain Monte Carlo in Python from scratch

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Joseph94m/MCMC

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Markov Chain Monte Carlo

I implement from scratch, the Metropolis-Hastings algorithm in Python to find parameter distributions for a dummy data example and then of a real world problem.

I will only use numpy to implement the algorithm, and matplotlib to present the results. Scipy can be used to compute the density functions when needed, but I will also show how to implement them using numpy.

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