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Statistical Rethinking 2022 Lecture 08 - Markov chain Monte Carlo

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Richard McElreath

Slides and other course materials: https://github.com/rmcelreath/stat_re...

Music:
Intro:    • Michael Sembello  Maniac (Flashdance...  
Skate1 vid:    • INSANE BIG BOWL SKATER!  
Skate1 music:    • Goldfinger  Superman  Karaoke Instr...  
Skate2 vid:    • Tony Hawk Skates First Downward Spira...  
Skate2 music:    • Primus  Jerry Was A Race Car Driver ...  
Pause:    • 2 A.M Study Session  [lofi hip hop/c...  

Chapters:
00:00 Introduction
06:09 Markov chain Monte Carlo
14:45 Metropolis algorithm
24:04 Hamiltonian Monte Carlo
40:33 HMC in practice
44:20 Stan code
50:50 HMC Diagnostics
01:08:42 Bad chain
01:15:31 Summary and outlook

posted by vilimonnt