(4/6) Hamiltonian Monte Carlo (HMC) by Dr. Francesca Capel
Channel: JOHANNES BUCHNER
Date: 2021-12-02

* Intuition behind HMC
* typical set
* behaviour of high-dimensional parameter spaces
* Diagnostics: Divergences and E-BFMI
* Stan

from Block I: Monte Carlo inference methods
of the course "Practical Inference for Researchers in the Physical Sciences"
https://johannesbuchner.github.io/PracticalInferenceForResearchersInThePhysicalSciencesCourse/
aimed at the graduate and post-graduate level (master, PhD, postdoc)
for physicists, cosmologists, astronomers, etc.
at TU Munich, 2021

Lecturer: Dr. Francesca Capel