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Could anyone help me about MCMC in python?

I want to fit a model with 5 or 6 parameters using this tool(MCMC). I have searched a lot but there are no learning ways to check how to do that! Please some help

I use the chi square equation but for 5 parameters which each parameter contains a range with 100 steps it needs 2 years to calculate. I do not know how to use MCMC in python.

any help? thank you.

Bob
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1 Answers1

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So MCMC in python is best done using the PyMC3 framework that offers not only awesome sapmlers (NUTS), uses highly sophisticated numerical tools in the background (Theano) but also has a complete framework for fitting your model and displaying the results. They also offer ample examples that will help you getting started quickly.

If you are asking how MCMC is generally done -- well I guess you'll have to do some studying for that, this is well beyond the scope of such an answer. A lecture that I found extremely valuable is "Statistical Rethinking" by McElarth.

I hope this helps you, good luck :-)

Magellan88
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  • Hi, could I ask you for some help? I am using emcee package but I need help in some part of it. I appreciate your help. – Bob Feb 23 '18 at 11:43