Michael Betancourt: Hamiltonian Monte Carlo
MLSS Iceland 2014 · Lecture · 1 h 30 min · 2014 · YouTube title: Efficient Bayesian inference with Hamiltonian Monte Carlo -- Michael Betancourt (Part 1)
Why it's here
HN people return to it as a clear primer on MCMC and HMC and on why high dimensions behave counterintuitively.
What it covers
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.