BRAG Meeting – 20 December 2012

Alice_Croquet_John_Tenniel_crop Hamiltonian Monte Carlo.

Ben Fitzpatrick and Nicole White presented a seminar in our series on computational Bayesian statistics explaining how Newtonian dynamics, as expressed through Hamilton’s Equations, can be used to make Metropolis Hastings proposals for an MCMC sampling scheme. Croquet featured metaphorically…

Slides Available here.


One thought on “BRAG Meeting – 20 December 2012

  1. I really enjoyed seeing Nicole and Ben’s talk. So much of MCMC seems to come from physics and the idea of setting up a Hamiltonian system to propose a random walk had never occurred to me. I wonder what all the applied mathematicians think of statisticians perverting their DEs.

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