no U-turn sampler [guest slides]
Yesterday at the “Bayes in Paris” reading group, my student Marco Banterle presented his analysis of the NUTS paper by Marc Hoffmann and Andrew Gelman I discussed on the ‘Og a while ago. Here are his slides, which could have kept occupied for the whole afternoon, had not Michael started his course one hour later!
October 24, 2013 at 7:03 pm
[…] Og (aka Christian Robert’s blog) is featuring a very nice presentation of NUTS by Marco Banterle, with discussion and some […]
April 18, 2013 at 11:51 am
by Matthew Hoffman, not Marc Hoffmann :)
April 17, 2013 at 7:24 am
Those interested in the splitting method described on slides 70 and 71 in this presentation should refer to this paper, which is unfortunately not referenced in the slides above.
My blog posts on the No-U-Turn sampler here and here may also be of interest, especially for those wishing for more details regarding the example on slides 58 and 59 of the above presentation.