Introduction

Introduction

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Practical MCMC

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Introduction

  • Welcome to the MCMC Course
  • What do the MC and MC in MCMC stand for?
  • What MCMC Enables
  • The reality of working with MCMC
  • Who's this course for?
  • What we'll cover
  • Lesson Feedback
  • Lesson Exercises

Resources Library

  • Intuitive Bayes Discourse Community Invite
  • Github Repository and Code Access
  • Environment Installation with Anaconda
  • Optional Orientation: Github
  • Optional Orientation: Discourse
  • Optional Orientation: Podia

Investigating Inference

  • Introduction
  • Basic Bayes
  • Conjugate Models
  • Grid Search
  • Lesson Recap
  • Lesson Feedback
  • Lesson Exercises
  • Lesson References

Markov Chain Monte Carlo Deep Dive

  • Introduction
  • MCMC Deep Dive
  • Introducing Metropolis Hastings
  • Introducing Hamiltonian Monte Carlo
  • MCMC in Practice
  • Lesson Recap
  • Lesson Feedback
  • Lesson Exercises
  • Lesson References

The MCMC Practioners Toolbox

  • Introduction
  • Diagnostics intuitions
  • Trace Plots
  • Rank Plots
  • R Hat
  • Autocorrelation and effective size
  • Divergences
  • Diagnostics in an end-to-end Bayesian workflow
  • Lesson Recap
  • Lesson Feedback
  • Lesson Exercises
  • Lesson References

Not So Random Topics

  • Introduction
  • Practical HMC Tuning
  • (Hierarchical) Reparamaterization
  • Changing the data
  • A Cornucopia of Samplers
  • Monte Carlo Standard Error
  • Lesson Recap
  • Lesson Feedback
  • Lesson Exercises
  • Lesson References

Final Notes

  • Congratulations!