Markov Chain Monte Carlo Courses and Certifications

Richard McElreath

Statistical Rethinking - Markov Chain Monte Carlo

Explore Markov chain Monte Carlo and Hamiltonian Monte Carlo methods, including practical implementation in Stan and diagnostic techniques for statistical modeling.

• YouTube
• 1 hour 19 minutes
• On-Demand
• Free Video

Richard McElreath

Statistical Rethinking 2023 - Markov Chain Monte Carlo

Explore Markov Chain Monte Carlo methods, from basic concepts to advanced techniques like Hamiltonian Monte Carlo, with practical applications and diagnostics for statistical modeling.

• YouTube
• 1 hour 16 minutes
• On-Demand
• Free Video

International Mathematical Union

Enhancing Markov Chain Monte Carlo Sampling Methods with Deep Learning

Explore advanced techniques combining Markov Chain Monte Carlo sampling with deep learning, focusing on importance sampling, normalizing flows, and non-equilibrium methods for enhanced efficiency in high-dimensional problems.

• YouTube
• 46 minutes
• On-Demand
• Free Video

Alan Turing Institute

Stratification for Markov Chain Monte Carlo

Explore advanced Markov Chain Monte Carlo techniques, focusing on stratification methods for complex systems modeling and statistical inference in various scientific domains.

• YouTube
• 39 minutes
• On-Demand
• Free Video

Institut des Hautes Etudes Scientifiques (IHES)

Sampling through Exploration Exploitation in Markov Chain Monte Carlo

Explore an innovative Markov chain Monte Carlo algorithm combining global proposals and mobile moves for efficient, parallelizable sampling in various applications.

• YouTube
• 35 minutes
• On-Demand
• Free Video

INI Seminar Room 2

Gaussian Process Regression in Inverse Problems and Markov Chain Monte Carlo

Explore advanced statistical methods in data-driven engineering through Gaussian process regression applications for inverse problems and Markov chain Monte Carlo techniques.

• YouTube
• 14 minutes
• On-Demand
• Free Video

Simons Institute

Sampling Crash Course

Explore geometric methods in optimization and sampling, covering direct methods, Markov chain Monte Carlo, and probabilistic approaches for efficient algorithm design and analysis.

• YouTube
• 1 hour 3 minutes
• On-Demand
• Free Video

Institut des Hautes Etudes Scientifiques (IHES)

Mathematical Foundation of Various MCMC Methods

Explore advanced MCMC methods for combinatorial optimization, including multi-spin flip techniques. Compare mathematical and numerical results to evaluate efficiency in different contexts.

• YouTube
• 51 minutes
• On-Demand
• Free Video

Centre de recherches mathématiques - CRM

An Exploration-Agnostic Characterization of the Ergodicity of Parallel Tempering

Explore non-reversible parallel tempering's ergodicity in complex distributions, examining its efficiency and comparing it to classical methods through theoretical analysis and simulations.

• YouTube
• 48 minutes
• On-Demand
• Free Video

MICDE University of Michigan

Multiscale Generalized Hamiltonian Monte Carlo with Delayed Rejection

Explore advanced sampling techniques combining generalized Hamiltonian Monte Carlo and delayed rejection for efficient multiscale distribution sampling, overcoming limitations of standard HMC methods.

• YouTube
• 1 hour 17 minutes
• On-Demand
• Free Video

INI Seminar Room 2

High-Probability Mixing Time Bound for Gibbs Sampling from Log-Smooth Strongly Log-Concave Distributions

Delve into advanced mathematical analysis of Gibbs sampling for log-smooth strongly log-concave distributions, exploring mixing time bounds and high-probability isoperimetric inequalities in n-dimensional space.

• YouTube
• 1 hour 8 minutes
• On-Demand
• Free Video

INI Seminar Room 2

Skew-symmetric Schemes for Robust Sampling from Diffusions

Explore robust sampling techniques through skew-symmetric schemes for diffusion processes, focusing on the Barker algorithm's effectiveness in MCMC and its applications in heteroskedastic posterior targets.

• YouTube
• 59 minutes
• On-Demand
• Free Video

ACM SIGPLAN

NP-NUTS: A Nonparametric No-U-Turn Sampler

Discover a hybrid algorithm combining NUTS and NP-HMC for efficient Hamiltonian Monte Carlo inference with automatic trajectory length adjustment and sampling from parameter spaces of varying dimensions.

• YouTube
• 16 minutes
• On-Demand
• Free Video

Hausdorff Center for Mathematics

MCMC for Bayesian inference of the non-conducting region in intra-atrial reentrant tachycardia

Explore advanced MCMC methods for Bayesian inference in cardiac electrophysiology, focusing on estimating non-conducting regions in atrial tachycardia using personalized models.

• YouTube
• 43 minutes
• On-Demand
• Free Video

Richard McElreath

Statistical Rethinking 2026 - MCMC and Item Response Models - Lecture A08

Explore MCMC techniques and item response models for advanced statistical analysis and Bayesian inference applications.

• YouTube
• 1 hour 8 minutes
• On-Demand
• Free Video