Metropolis-Hastings algorithm
import matplotlib.pyplot as plt
import numpy as np
import random as rnd
'''
author:oyq58@163.com
Metropolis-Hastings Algorithm
1. Initialise x(0).
2. For i=0 to N-1
- Sample u~U(0,1).
- Sample x
原创
2016-09-28 08:03:02 ·
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