This repository provides some codes to demonstrate several variants of Markov-Chain-Monte-Carlo (MCMC) Algorithms.

Last update: Feb 05, 2022

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Overview

Demo-of-MCMC

These files are based on the class materials of AEROSP 567 taught by Prof. Alex Gorodetsky at University of Michigan. Author: Hung-Hsiang Liang

This repository provides some codes to demonstrate several variants of Markov-Chain Monte-Carlo (MCMC) Algorithms. Including

Metropolis-Hastings MCMC (MH-MCMC)
Adaptive Metropolis MCMC (AM-MCMC)
Delayed Rejection MCMC (DR-MCMC)
Delayed Rejection Adaptive Metropolis MCMC (DRAM-MCMC)

Two samples are provided for demostrating MCMC simulations:

Banana Function (Please see markdowns in the .ipynb file for the function form)
SIR pandemic model (Please see the markdowns in the .ipynb file for the model)

Please check the comments in the codes for details.

Owner

Sean

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