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VincentYu comments on What are you working on? August 2012 - Less Wrong Discussion
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Nice. How are you implementing MCMC? Are you using one of the Gibbs samplers like BUGS or JAGS?
I'm also an astronomy undergrad, working with infrared spectra. I don't currently need MCMC, but it's interesting and I might play around with JAGS in the future.
I didn't use a Gibbs sampler but they seem useful. This article has some JAGS code you can check out. I actually used a python sampler called emcee. It's nice for simpler fits, but gets messy when you have complicated priors and such. For the most part I was doing "simple" linear fits and I followed Hogg's approach (look in section 8). There's some article by Kelly in 2007 that goes over this also but that one is already dated.
Posterior distributions from samplers are really fun to play with.