Probabilistic ML - Lecture 5 - Markov Chain Monte Carlo
Channel: Tübingen Machine Learning
Date: 01/05/2020

This is the fifth lecture in the Probabilistic ML class of Prof. Dr. Philipp Hennig in the Summer Term 2020 at the University of Tübingen. 

Time-stamped slides available at https://uni-tuebingen.de/en/180804.

Contents: 
* Markov Chain Monte Carlo Methods:
* Metropolis-Hastings
* Gibbs-Sampling
* Hamiltonian Monte Carlo

Erratum: The "brothers" Rosenbluth were actually a married couple! Apologies.

© Philipp Hennig / University of Tübingen, 2020 CC BY-NC-SA 3.0