examples_of_python_MCMC

Examples and Snippets of Monte Carlo APIs

Notes on PyMC:

Some examples of it applied to computational problems:

*Examples from PyMC: https://github.com/pymc-devs/pymc/wiki

• Nice simple examples which suggest possible api-style approaches:

  • https://github.com/pymc-devs/pymc/wiki/VonMisesFit

• Application to a successful Astrophuysics project:

  • http://pyspeckit.bitbucket.org/html/sphinx/example_pymc.html

• Tutorial chapter on model fitting, which contains the "sample" method and others -- key for our possible similar code. The method we care about here appears to be "Sampler:"

  • http://pymc-devs.github.io/pymc/modelfitting.html

• Nice general tutorial on Bayesian MCMC:

  • http://pymc-devs.github.io/pymc/theory.html

Notes on Emcee:

• Their actual API.

• Technical references:

  • MacKay's Information Theory, Inference, and Learning Algorithms -- note that author posts book free online.
  • Paper explaining the process: http://arxiv.org/abs/1202.3665

• examples:

  • http://dan.iel.fm/emcee/current/user/line/