nyu-econ-370
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Markov Chain Monte Carlo Resources
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There was a question about Markov Chain Monte Carlo (MCMC) in class so I thought I would post some resource links for those that are interested. This is not part of the course.
Software
- https://pymc-devs.github.io/pymc/ [Python Package]
- http://mc-stan.org
Video
- Scipy 2014 Presentation on PyMC https://www.youtube.com/watch?v=XbxIo7ScVzc