Hamiltonian Monte Carlo
We roll into Hamiltonian Monte Carlo (HMC), visualize the trajectories that HMC uses to propose its new samples, and demonstrate classic HMC using the Weibull distribution applied to mouse survival data. First 5-6 minutes are a review; feel free to skip. :)
We roll into Hamiltonian Monte Carlo (HMC), visualize the trajectories that HMC uses to propose its new samples, and demonstrate classic HMC using the Weibull distribution applied to mouse survival data. First 5-6 minutes are a review; feel free to skip. :)