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Also worth checking out is the author's talk at this year's StanCon: https://youtu.be/DJ0c7Bm5Djk?t=16810 Title: Everything you should have learned about Ma
by tmalsburg2 10y ago
Also worth checking out is the author's talk at this year's StanCon:
https://youtu.be/DJ0c7Bm5Djk?t=16810
Title: Everything you should have learned about Markov Chain Monte Carlo.
- leblancfg 10y agoGreat talk, thanks for the link!
- betanalpha 10y agoThere are also talks focusing on HMC available online, the most recent of which are https://www.youtube.com/watch?v=VnNdhsm0rJQ https://www.youtube.com/watch?v=VnNdhsm0rJQ (more introductory) and https://icerm.brown.edu/video_archive/#/play/1107 https://icerm.brown.edu/video_archive/#/play/1107 (more mathematically formal).