Slides
Readings
- MCMC for Machine Learning
- BetanCourt on MCMC
- Radford Neal’s review of HMC
Notes
- Data Augmentation :
- A gibbs sampler with lots of autocorrelation : Example of a sampler for a posterior with two lobes, and lots of correlation.
- The Idea of Hamiltonian Monte Carlo :
- Exploring Hamiltonian Monte Carlo :