Slides
Readings
- MCMC for Machine Learning
- BetanCourt on MCMC
- Radford Neal’s review of HMC
- BetanCourt and Girolamani (2013) HMC and Hierarchicals
- textbook chapter 1
- textbook chapter 2
Notes
- The Idea of Hamiltonian Monte Carlo :
- Exploring Hamiltonian Monte Carlo :
- L, epsilon, and other tweaking :
- Imputation and Convergence : We use a switchpoint model from Fonnesbeck's Bios 8366 course to illustrate both various formal convergence test and data imputation using the posterior predictives
- Gelman Schools and Hierarchical Pathology :
- Gelman Schools Theory for Topics about Restaurants :