Statistical Rethinking - Markov Chain Monte Carlo

YouTube·Markov Chain Monte Carlo

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.