Efficient Bayesian inference with Hamiltonian Monte Carlo -- Michael Betancourt (Part 1)
推荐理由
it was a fantastic primer on the basic concepts and motivations of mcmc, and later hmc
强烈推荐leecarraher · 原文
说明
这是2014年由MLSS Iceland 2014发布的一部课堂讲座,主题归在Data science & statistics。它讲的是hamiltonian monte carlo这一支里的具体问题,而不是把整个领域扫一遍。适合想看推导、证明或实现细节的人。内容上可以概括成:Michael Betancourt's lecture at MLSS Iceland 2014 on efficient Bayesian inference with Hamiltonian Monte Carlo. It covers MCMC concepts and motivation and the problems of sampling in high-dimensional distributions.这些读者给出的理由,核心是:HN people return to it as a clear primer on MCMC and HMC and on why high dimensions behave counterintuitively.讲法不绑某一条新闻,过几年仍然可以当材料看。从2017年到2024年,有3位不同的读者在3个不同月份把它推荐出来,其中明确叫别人去看的有1次。节奏接近上课,可以暂停做笔记。它假设你愿意跟着一条推导走完。如果已经会了基本定义,就把注意力放在它怎么把hamiltonian monte carlo变成能跟着复述的例子。
视频信息
- 频道
- MLSS Iceland 2014
- 时长
- 1 小时 29 分
- 发布年份
- 2014
同主题更多
- A Better Default Colormap for Matplotlib | SciPy 2015 | Nathaniel Smith and Stéfan van der Walt
- DON'T PANIC — Hans Rosling showing the facts about population
- Is Most Published Research Wrong?
- How not to be ignorant about the world | Hans and Ola Rosling
- I don't like notebooks.- Joel Grus (Allen Institute for Artificial Intelligence)
- VisiData Lightning Demo at PyCascades 2018