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Statistical Rethinking - Markov Chain Monte Carlo

Statistical Rethinking - Markov Chain Monte Carlo

Richard McElreath via YouTube Direct link

Metropolis algorithm

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Metropolis algorithm

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Statistical Rethinking - Markov Chain Monte Carlo

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  1. 1 Introduction
  2. 2 Markov chain Monte Carlo
  3. 3 Metropolis algorithm
  4. 4 Hamiltonian Monte Carlo
  5. 5 HMC in practice
  6. 6 Stan code
  7. 7 HMC Diagnostics
  8. 8 Bad chain
  9. 9 Summary and outlook

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