Markov Chain Monte Carlo
Channel: VideoLecturesChannel
Date: 2012-12-06

PASCAL - Pattern Analysis, Statistical Modelling and Computational Learning
View the talk in context: http://videolectures.net/mlss09uk_murray_mcmc/
View the complete Machine Learning Summer School (MLSS), Cambridge 2009: http://videolectures.net/mlss09uk_cambridge/
Speaker: Iain Murray, School of Informatics, University of Edinburgh 

License: Creative Commons CC BY-NC-ND 3.0
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0:00  Markov chain Monte Carlo
0:32  A statistical problem
1:59  Simple Monte Carlo
3:37  Properties of Monte Carlo
4:35  A dumb approximation
5:56  Aside: don't always sample!
7:19  Eye-balling samples
9:42  Monte Carlo and Insomnia
10:20  Sampling from a Bayes net
11:20  Sampling the conditionals
12:04  Sampling from distributions - 1
13:07  Sampling from distributions - 2
13:50  Rejection sampling
15:36  Importance sampling
20:46  Importance sampling (2)
22:47  Summary so far - 1