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Hamiltonian Monte Carlo in easy words

Home / Hamiltonian Monte Carlo in easy words

Hamiltonian Monte Carlo in easy words

2015-06-28wiligldont know

If you are playing around with R/stan and struggling to get your head around the HMC/NUTS algorithm, I highly recommend the following blog by Prof. John Thompson which is a very educational description of the underlying principles (using Stata though):

Stan with Stata, Part V: Kicking a marble around in a bucket

Stan with Stata, Part VI: More about HMC

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