![Stan with Stata, Part VI: More about HMC](https://staffblogs.le.ac.uk/bayeswithstata/files/2015/03/stan_path1-150x150.png)
Stan with Stata, Part VI: More about HMC
Last time I discussed the HMC (Hamiltonian Monte Carlo or Hybrid Monte Carlo) algorithm that forms the basis of Stan and I likened the algorithm to kicking a marble around in a bucket. The multi-dimensional shape of the bucket is defined by minus the log-posterior and the marble represents the current value of the estimator. We give […]
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