Hamiltonian Monte Carlo

I-priors in Bayesian Variable Selection: From Reproducing Kernel Hilbert Spaces to Hamiltonian Monte Carlo
I-priors are a class of objective priors for regression functions which makes use of its Fisher information in a function space …
3 Nov 2016 12:30 PM — 2:00 PM LSE, London, United Kingdom
Haziq Jamil
Code Project Slides
Hamiltonian Monte Carlo explainer
Shiny apps for explaining Hamiltonian Monte Carlo.