Saturday, January 5, 2013

MCMC toolbox for Matlab


Happy New Year 2013!

I would like to start the year by advertising a very nice toolbox put together by my colleague Marko Laine.

The toolbox is really handy and I've used it in all my recent works. You can download the toolbox from Marko's webite:

http://helios.fmi.fi/~lainema/mcmc/

If you don't yet know what MCMC is, I recommend starting with the following Wikipedia articles:

http://en.wikipedia.org/wiki/Markov_chain_Monte_Carlo
http://en.wikipedia.org/wiki/Metropolis%E2%80%93Hastings_algorithm

Janne

2 comments:

  1. Thanks a lot... It is a great toolbox.. Thanks a lot Dr. Laine.

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  2. Ditto - I downloaded it and had it running within minutes on my problem, 'straight out of the box' with no real tinkering required, which is very rare! So, a very good job Dr Laine!
    Arwel

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