Monte
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Contents:

  • Base Sampler Class
  • Gaussian Metropolis Algorithm
  • Generalized Metropolis Algorithm
  • Gibbs Sampler
  • Hamiltonian Monte Carlo Algorithm
  • Importance Sampling
  • Metropolis-Hastings Algorithm
  • Monte Carlo Integrator
  • Rejection Sampling
  • Convergence Checks (for multiple chains)

Other

  • Examples
  • Future Development
  • Further Reading
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