Efficient Bayesian inference with Hamiltonian Monte Carlo -- Michael Betancourt (Part 1)

Name: Efficient Bayesian inference with Hamiltonian Monte Carlo -- Michael Betancourt (Part 1)
Description: Michael Betancourt's lecture at MLSS Iceland 2014 on efficient Bayesian inference with Hamiltonian Monte Carlo. It covers MCMC concepts and motivation and the problems of sampling in high-dimensional distributions.

MLSS Iceland 2014

Michael Betancourt's lecture at MLSS Iceland 2014 on efficient Bayesian inference with Hamiltonian Monte Carlo. It covers MCMC concepts and motivation and the problems of sampling in high-dimensional distributions.

HN people return to it as a clear primer on MCMC and HMC and on why high dimensions behave counterintuitively.

3 Hacker News mentions · 2017–2024

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