https://github.com/pmocz/mcmc-python

Create Your Own Metropolis-Hastings Markov Chain Monte Carlo Algorithm for Bayesian Inference (With Python)
https://github.com/pmocz/mcmc-python

astrophysics bayesian-statistics markov-chain mcmc parameter-estimation radial-velocities scientific-computing stochastic-optimization tutorial

Last synced: 10 days ago
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Create Your Own Metropolis-Hastings Markov Chain Monte Carlo Algorithm for Bayesian Inference (With Python)

• Host: GitHub
• URL: https://github.com/pmocz/mcmc-python
• Owner: pmocz
• License: gpl-3.0
• Created: 2023-05-14T16:20:10.000Z (almost 2 years ago)
• Default Branch: main
• Last Pushed: 2023-07-21T07:02:58.000Z (almost 2 years ago)
• Last Synced: 2025-04-12T06:42:45.285Z (10 days ago)
• Topics: astrophysics, bayesian-statistics, markov-chain, mcmc, parameter-estimation, radial-velocities, scientific-computing, stochastic-optimization, tutorial
• Language: Python
• Homepage: https://levelup.gitconnected.com/create-your-own-metropolis-hastings-markov-chain-monte-carlo-algorithm-for-bayesian-inference-with-fbabc3f01baa
• Size: 232 KB
• Stars: 41
• Watchers: 3
• Forks: 7
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

        
# mcmc-python

MCMC Parameter Fitting

## Create Your Own Metropolis-Hastings Markov Chain Monte Carlo Algorithm for Bayesian Inference (With Python)

### Philip Mocz (2023) [@PMocz](https://twitter.com/PMocz)

### [📝 Read the Algorithm Write-up on Medium](https://levelup.gitconnected.com/create-your-own-metropolis-hastings-markov-chain-monte-carlo-algorithm-for-bayesian-inference-with-fbabc3f01baa)

Apply Markov Chain Monte Carlo to fit exoplanet radial velocity data and

estimate the posterior distribution of the model parameters

```

python mcmc.py

```

![Simulation](./mcmc.png)

![Posteriors](./mcmc2.png)