https://github.com/silbena/gibbssampler

Gibbs Sampler for a simple mortgage model.
https://github.com/silbena/gibbssampler

gibbs-sampler gibbs-sampling numpy python

Last synced: 4 months ago
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Gibbs Sampler for a simple mortgage model.

• Host: GitHub
• URL: https://github.com/silbena/gibbssampler
• Owner: Silbena
• Created: 2025-04-07T14:48:15.000Z (6 months ago)
• Default Branch: main
• Last Pushed: 2025-04-07T14:55:53.000Z (6 months ago)
• Last Synced: 2025-04-07T15:43:31.993Z (6 months ago)
• Topics: gibbs-sampler, gibbs-sampling, numpy, python
• Language: Jupyter Notebook
• Homepage:
• Size: 0 Bytes
• Stars: 0
• Watchers: 1
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md

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README

          
# The Gibbs Sampler 

Written in Python NumPy. Tested on a simple mortgage model.

The sample itself can be found in **gibbs_sampler.ipynb** in the **Sampler** class.