http://www.batisengul.co.uk/tags/hamiltonian-monte-carlo/ Recent content in Hamiltonian Monte Carlo on Batı Şengül Hugo -- gohugo.io batisengul@gmail.com batisengul@gmail.com Fri, 02 Jul 2021 00:00:00 +0000 http://www.batisengul.co.uk/post/2021-07-02-intro-to-hmc/ Fri, 02 Jul 2021 00:00:00 +0000 batisengul@gmail.com http://www.batisengul.co.uk/post/2021-07-02-intro-to-hmc/ Introduction to Hamiltonian Monte Carlo One thing that has been occupying my head in the past couple of weeks has been HMC and how it can be used in large data/large model context. HMC stands for Hamiltonian Monte Carlo and it’s the de facto Bayesian method for sampling due to it’s speed. Before getting into big datasets and big models, let me motivate this problem a little bit. If you are new to Bayesian modelling, I have a little primer on the topic so I will assume for the most part you are familiar with basic Bayesianism.