https://github.com/betanalpha/mcmc_visualization_tools

Markov Chain Monte Carlo Visualization Tools
https://github.com/betanalpha/mcmc_visualization_tools

Last synced: 3 months ago
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Markov Chain Monte Carlo Visualization Tools

• Host: GitHub
• URL: https://github.com/betanalpha/mcmc_visualization_tools
• Owner: betanalpha
• License: bsd-3-clause
• Created: 2024-05-15T02:53:01.000Z (6 months ago)
• Default Branch: main
• Last Pushed: 2024-07-16T22:12:39.000Z (4 months ago)
• Last Synced: 2024-07-17T02:26:04.372Z (4 months ago)
• Language: HTML
• Size: 14.4 MB
• Stars: 14
• Watchers: 2
• Forks: 1
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

        
A collection of functions for visualizing Markov chain Monte Carlo output in

`R` with the base graphics library and `python` with `matplotlib`.  While the

functions are relatively general they are designed to facilitate the

implementation of Bayesian inference, including visual prior checks, visual

posterior retrodictive checks, and the visualization of marginal posterior

inferences.

Most of the visualization functions assume that Markov chain Monte Carlo output

is organized into named lists or dictionaries for `R` and `python`, each

consisting of two-dimensional arrays indexed by Markov chain and then iteration.

This format is also used in https://github.com/betanalpha/mcmc_diagnostics.

Each folder contains an extensive demonstration of the visualization functions

applied to Bayesian inference.