Date: Friday, July 23rd, 11:00am – 12:00pm EST
Discussion Lead: Bob Carpenter, CCM
Topic: Matt Hoffman and Andrew Gelman. The No U-turnSampler: Adaptively Setting Path Lengths in Hamiltonian Monte Carlo.
Note: I'm going to take the time to go over the basics of HamiltonianMonte Carlo drawing on Neal and Betancourt before diving into the no U-turn sampler(NUTS). This is a continuation of last week's reading group.
* Radford Neal, MCMC Using Hamiltonian Dynamics. https://arxiv.org/pdf/1206.1901.pdf
* Michael Betancourt, A conceptual introduction to Hamiltonian Monte Carlo. https://arxiv.org/abs/1701.02434
Please email Sara Mejias Gonzalez at email@example.com for Zoom information if you would like to participate.