Show Notes
Today's clip is from Episode 163, featuring Eliot Carlson and Adrian Seyboldt. In this conversation, Eliot and Adrian look beyond current approaches to HMC adaptation and preconditioning and share the ideas they're most excited to explore next.
Eliot discusses new ways of parallelizing MCMC by solving for an entire trajectory at once rather than computing every step sequentially, a potentially powerful direction for expensive, high-dimensional problems. Adrian, meanwhile, talks about exploring non-adjusting methods and going beyond first-order information by investigating how higher-order autodiff and second-order derivatives could open up new possibilities for sampling.
It's a glimpse into some of the ideas that could help make MCMC faster and more scalable as computational hardware continues to become increasingly parallel.
Full discussion here
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More from Learning Bayesian Statistics
Support & Resources → Support the show on Patreon → Bayesian Modeling Course (first 2 lessons free)
Today's clip is from Episode 166, featuring Bill Engels & Jesse Grabowski. In this conversation, Bill explains what a kernel means in a Gaussian process and how it defines the idea of similarity between data points. He then breaks down the role of the length scale, showing how it controls how quickly the relationship between two points changes, and how amplitude controls the overall scale of the functions a GP can represent.
Support & Resources → Support the show on Patreon → Bayesian Modeling Course (first 2 lessons free)
Today's clip is from Episode 165, featuring Alex Fengler. In this conversation, Alex introduces Bayesify , a tool that uses AI to analyze research papers and assess how well they follow a Bayesian workflow.
Support & Resources → Support the show on Patreon → Bayesian Modeling Course (first 2 lessons free)