MCMC Benchmark

Benchmark illustrating using MCMC fitting to estimate hyperparameters. From a set of input data with two inputs, posterior samples are drawn for the hyperparameters. The benchmark produces output comparing the posterior samples to the MLE solution found by minimizing the negative log-likelihood, and shows the predictions using MLE and MCMC estiation on a set of test points. Plots showing a histogram of the posterior samples are made if matplotlib is installed.