bayesvalidrox.bayes_inference.mcmc

PostSampler for MCMC sampling.

Classes

MCMC(engine, mcmc_params, discrepancy[, ...])

A class for bayesian inference via a Markov-Chain Monte-Carlo (MCMC) Sampler to approximate the posterior distribution of the Bayes theorem: $$p(theta|mathcal{y}) = frac{p(mathcal{y}|theta) p(theta)} {p(mathcal{y})}.$$