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Implementing MCMC sampling from scratch in R for various Bayesian models

Bayesian Tutorials

Please cite/link when sharing. Thanks - Arman

This repo hosts code behind the series of blog posts on stablemarkets.wordpress.com that walk through MCMC implementations for various classes of Bayesian models.

In order of publication:

  1. Bayesian Simple Linear Regression with Gibbs
  2. Blocked Gibbs for Bayesian Multivariate Linear Regression
  3. Metropolis Hastings-in-Gibbs Sampler for Bayesian Logistic Regression
  4. Using Rcpp to speed up Metropolis-Hastings
  5. Bayesian Inference with Backfitting MCMC
  6. Efficient MCMC with Caching