Script for Monte carlo method

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Ilias Minas
Ilias Minas 2021-12-9
Hi all,
I have a data set and I would like to impement Markov Chain Monte Carlo method.
Is there any script that I could use for this?
Thank you very much
  4 个评论
Ilias Minas
Ilias Minas 2021-12-10
I have to implement MCMC method on the following dataset
[2 4 3 1 6 2 2.5 7 10]
The parameters given are the chain length (2000). Standard deviation for the proposal distribution is 0.2 and for the prior distribution mean value is 1.5 and standard deviation is 1.5.
I am new to Matlab and I dont know from where to start
Image Analyst
Image Analyst 2021-12-10
@Ilias Minas You can start here:
and, like I posted before, I have some sample Monte Carlo demos for you below (scroll down). Did you try those? If not, why not?

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回答(1 个)

Image Analyst
Image Analyst 2021-12-10
I don't have Markov examples, but I'm attaching some Monte Carlo simulations, if that helps.

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