I am using a Markov chain Monte Carlo method (Metropolis-Hastings) to estimate the mean of a distribution. What practical methods can be used to efficiently determine the precision of this estimate, ...
I would like to plot 2D confidence regions (at 1-sigma, 2-sigma) for a model that I've fit to data. I've used PyMC to generate 50k MCMC posterior samples for my model with 6 parameters. I know the ...