The Magic of NUTS

Presentation Summary

In these slides, I present:

• Hamiltonian Monte Carlo
• The No U-Turn Sampler (NUTS)

Examples

• HMC_noan.ipynb

References

• Build a Better Markov Chain
• MCMC Demo
• arXiv:1111.4246 | arXiv:1304.1920 | arxiv1701.02434 | doi:10.1111/2041-210X.12681

All Monte Carlo

• by Ryan Levy · The Magic of NUTS