Links to code

Log-normal example

This is a simple example in which an MCMC chain targets a log-normal distribution. The normalising constant is assumed unknown. As this example is not computationally intensive it allows some investigation into the impact of the various parameters of the methodology.

Bingham example

This is an example from directional statistics. An MCMC chain targets the posterior of one parameter of a Bingham distribution on a sphere.

Ising example

The MCMC chain targets the posterior distribution of the interaction parameter of an Ising model. Annealed importance sampling is used to estimate Z(θ) and this is done via a mex file.