Explore the intricacies of Markov chain Monte Carlo in this comprehensive lecture. Delve into the Metropolis algorithm and Hamiltonian Monte Carlo, gaining practical insights into their implementation. Learn to write Stan code and interpret HMC diagnostics. Examine a case study of a bad chain and conclude with a summary and outlook on the topic. Access additional course materials, including slides, through the provided GitHub repository. Enjoy a curated musical playlist that accompanies various segments of the presentation, enhancing the learning experience.
Statistical Rethinking - Markov Chain Monte Carlo
Overview
Syllabus
Introduction
Markov chain Monte Carlo
Metropolis algorithm
Hamiltonian Monte Carlo
HMC in practice
Stan code
HMC Diagnostics
Bad chain
Summary and outlook
Taught by
Richard McElreath
