Sample Code
This page has code examples for things we've talked about in class.
These are good starting points for homework problems that ask for computer
programs.
- Random Walks: random_walks.py
- This file contains code to simulate a single random walk with
varying probabilities of going right or left
- Metropolis-Hastings: metropolis.py
- Classes to do Metropolis-Hastings Markov chains. To do something
other than independence chains, need to define an appropriate
CandidateDensity.
- Metropolis-Hastings Examples: mpls_examples.py
- Example of defining a conditional candidate distribution.
- Simple 2D Markov chain: simple_chain.py
- A simple 2D Markov chain for use in HW 3a.
- Simple Monte Carlo Example: montecarlo.py
- Sample Monte Carlo integration for estimating pi.
- Matplotlib plotting: mpl_ex.py
- Sample plotting commands in matplotlib.
