I started gathering information about Hamiltonian MCMC and I would like to ask if someone knows some good papers or books.If it possible notes that give a detailed explanation of Hamiltonian MCMC.
Thanks in advance!
Asked
Active
Viewed 22 times
0
-
Have you looked at the Stan website and the materials they link to? That world seem like an obvious starting place. – Björn Dec 02 '18 at 22:28
-
I didn't know there is a Stan website. – G1I2A Dec 02 '18 at 23:09
-
http://mc-stan.org – Björn Dec 03 '18 at 06:31