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MCMC

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HMC

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Hamiltonian Monte Carlo

  1. Hamiltonian Monte Carlo explained
  2. A Conceptual Introduction to HMC

NUTS

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No U-Turn sampler notes and implementations

  1. Github - adnuts
  2. Sampyl: MCMC samplers in Python
  3. NUTS paper
  4. MCMC: Hamiltonian Monte Carlo and No-U-Turn Sampler
  5. mfouesneau/NUTS
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