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Statistical Rethinking - Markov Chain Monte Carlo

Richard McElreath via YouTube

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Overview

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This course introduces Markov chain Monte Carlo, covering the Metropolis algorithm, Hamiltonian Monte Carlo, practical HMC implementation in Stan, and diagnostics for identifying problematic chains.

Syllabus

Introduction
Markov chain Monte Carlo
Metropolis algorithm
Hamiltonian Monte Carlo
HMC in practice
Stan code
HMC Diagnostics
Bad chain
Summary and outlook

Taught by

Richard McElreath

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