Lecture 21: HMC

Readings

• To learn the ins and outs of HMC, please read Michael Betancourt’s A Conceptual Introduction to Hamiltonian Monte Carlo

• Bayesian Data Analysis (Third Edition) by Andrew Gelman, John Carlin, Hal Stern, David Dunson, Aki Vehtari, and Donald Rubin

  • Chapter 12 pages 300 - 309