What are divergent iterations and what to do about them?
Автор: Ben Lambert
Загружено: 2018-11-14
Просмотров: 5489
This video explains what are meant by divergent iterations in Hamiltonian Monte Carlo and NUTS, how they arise and the problems they cause. I also explain how best to remedy this issue.
This video is part of a lecture course which closely follows the material covered in the book, "A Student's Guide to Bayesian Statistics", published by Sage, which is available to order on Amazon here: https://www.amazon.co.uk/Students-Gui...
For more information on all things Bayesian, have a look at: https://ben-lambert.com/bayesian/. The playlist for the lecture course is here: • A Student's Guide to Bayesian Statistics
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