Deep Bayes：MCMC

Introduction

这篇主要记录了Monto Carlo Markov Chain。转载请注明。
ref：
Deep Bayes slides
https://blog.csdn.net/qy20115549/article/details/54561643

MCMC

Probabilistic model:
MCMC methods construct samples from using only
Usage:

Markov chain properties

Gibbs sampling

1. Can be applied both for discrete and continuous variables;
2. Doesn't have any parameters for tuning
3. Can be highly inefficient for large dimensional case

Metropolis-Hastings sampling

Hamiltonian equations

思想：

Summary

主要是学习了一下HMC。