# MCMC for a customized distribution

**URL:** <https://discourse.julialang.org/t/mcmc-for-a-customized-distribution/54444>\
**Category:** General Usage\
**Tags:** monte-carlo\
**Created:** [February 2, 2021, 8:49am UTC](https://discourse.julialang.org/t/mcmc-for-a-customized-distribution/54444 "2021-02-02T08:49:34Z")\
**Posts on this page:** 4\
**Page:** 1

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**Author:** ![marouane](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/marouane/32/16267_2.png) [@marouane](https://discourse.julialang.org/u/marouane)\
**Post date:** [February 2, 2021, 8:49am UTC](https://discourse.julialang.org/t/mcmc-for-a-customized-distribution/54444/1 "2021-02-02T08:49:34Z")

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Is there any good package for discret sampling and supports a customized distribution?

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**Author:** ![mauro3](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/mauro3/32/292_2.png) [@mauro3](https://discourse.julialang.org/u/mauro3)\
**Post date:** [February 2, 2021, 9:00am UTC](https://discourse.julialang.org/t/mcmc-for-a-customized-distribution/54444/2 "2021-02-02T09:00:06Z")

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You mean where you can give just a log-density function to the sampler?  
Probably the best & coolest:

> **[GitHub - tpapp/DynamicHMC.jl: Implementation of robust dynamic Hamiltonian...](https://github.com/tpapp/DynamicHMC.jl)**
>
> Implementation of robust dynamic Hamiltonian Monte Carlo methods (NUTS) in Julia. - GitHub - tpapp/DynamicHMC.jl: Implementation of robust dynamic Hamiltonian Monte Carlo methods (NUTS) in Julia.

also

> **[GitHub - madsjulia/AffineInvariantMCMC.jl: Affine Invariant Markov Chain...](https://github.com/madsjulia/AffineInvariantMCMC.jl)**
>
> Affine Invariant Markov Chain Monte Carlo (MCMC) Ensemble sampler - GitHub - madsjulia/AffineInvariantMCMC.jl: Affine Invariant Markov Chain Monte Carlo (MCMC) Ensemble sampler

and

> **[GitHub - mauro3/KissMCMC.jl: Keep it simple, stupid, MCMC](https://github.com/mauro3/KissMCMC.jl)**
>
> Keep it simple, stupid, MCMC. Contribute to mauro3/KissMCMC.jl development by creating an account on GitHub.

and probably others.

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**Author:** ![marouane](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/marouane/32/16267_2.png) [@marouane](https://discourse.julialang.org/u/marouane)\
**Post date:** [February 2, 2021, 9:59am UTC](https://discourse.julialang.org/t/mcmc-for-a-customized-distribution/54444/3 "2021-02-02T09:59:24Z")

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i mean a package where i can use my own customized distribution also a density function for metropolis hasting sampling

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**Author:** ![mauro3](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/mauro3/32/292_2.png) [@mauro3](https://discourse.julialang.org/u/mauro3)\
**Post date:** [February 2, 2021, 10:03am UTC](https://discourse.julialang.org/t/mcmc-for-a-customized-distribution/54444/4 "2021-02-02T10:03:42Z")

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Not sure what you mean. Maybe this thread can help you: [MCMC landscape](https://discourse.julialang.org/t/mcmc-landscape/25654) ?