Probabilistic ML – Lecture 5 – Markov Chain Monte Carlo
This is the fifth lecture in the Probabilistic ML class of Prof. Dr. Philipp Hennig in the Summer Term 2020 at the University of Tübingen.
Time-stamped slides available at https://uni-tuebingen.de/en/180804.
* Markov Chain Monte Carlo Methods:
* Hamiltonian Monte Carlo
Erratum: The “brothers” Rosenbluth were actually a married couple! Apologies.
© Philipp Hennig / University of Tübingen, 2020 CC BY-NC-SA 3.0