MCMC Metropolis Hastings Does anyone know a webpage or a document where I can find a practical example of implementation of the Metropolis-Hastings algorithm, with some thoughts about burn-in time and how to construct the transition matrix?

Implemented in Matlab. Only really covers the implementation. Do note Gerben's comment below: The burn-in time purported to be a "rule of thumb" by the author is by no means so.

In Python.