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Phase 2: statscore-bayesian — conjugate models, MCMC + Python #10

Description

@armanrasta

Summary

Bayesian inference: conjugate posteriors and MCMC samplers. Python bindings ship alongside.

Rust (statscore-bayesian)

  • Conjugate: Beta-Binomial, Normal-Normal, Gamma-Poisson, Dirichlet-Multinomial
  • MCMC: Metropolis-Hastings, Gibbs
  • Diagnostics: Geweke, Gelman-Rubin

Python bindings (statscore.bayesian)

  • Posterior sampling returns NumPy arrays
  • Trace plot helpers (optional matplotlib)

Done when

  • Conjugate posteriors match analytical solutions
  • MH sampler passes toy distribution tests
  • Python API documented

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    enhancementNew feature or requestphase-2Modeling and advancedpythonPython bindings (PyO3)

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