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Bayesian Optim:

MCMC:

SOlution to the Metropolis Hastings Example Chapter 7, Kruschke http://stats.stackexchange.com/questions/108282/island-hopping-with-metropolis-algorithm

"A politician is constantly travelling from island to island on a chain of islands... His goal is to visit all the islands proportionally to their relative population, so that he spends proportionally more time on the more populated islands...He doesn't even know exactly how many islands there are!.. His advisers can ask the mayor of the island they are on how many people are on the island. And when the politician proposes to visit an adjacent island (to the east or west, by flipping a coin), they can ask the mayor of that adjacent island how many people there are on that island."

Pymultinest and EMCEE examples:

  • Pymultinest: pymultinest_demo.py, pymultinest_tutorial_example2.py
  • Scipy Optim, Pymultinest, EMCEE: pymultinest_loglik_test.py