Implementing MCMC - Hamiltonian Monte Carlo
This post is about Hamiltonian Monte Carlo, an MCMC algorithm that builds on the Metropolis algorithm, but uses information about the geometry of the posterior to make better proposals.
Read more →This post is about Hamiltonian Monte Carlo, an MCMC algorithm that builds on the Metropolis algorithm, but uses information about the geometry of the posterior to make better proposals.
Read more →I'm a big fan of probabilistic modelling and Bayesian inference. In fact at the time of writing that's the only topic I've written about on this blog so perhaps that's blindingly obvious...
Read more →