Bayesian estimation | Monte Carlo methods | Markov chain Monte Carlo | Markov models | Computational statistics

Markov chain Monte Carlo

In statistics, Markov chain Monte Carlo (MCMC) methods comprise a class of algorithms for sampling from a probability distribution. By constructing a Markov chain that has the desired distribution as its equilibrium distribution, one can obtain a sample of the desired distribution by recording states from the chain. The more steps that are included, the more closely the distribution of the sample matches the actual desired distribution. Various algorithms exist for constructing chains, including the Metropolis–Hastings algorithm. (Wikipedia).

Markov chain Monte Carlo
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11e Machine Learning: Markov Chain Monte Carlo

A lecture on the basics of Markov Chain Monte Carlo for sampling posterior distributions. For many Bayesian methods we must sample to explore the posterior. Here's some basics.

From playlist Machine Learning

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Prob & Stats - Markov Chains (21 of 38) Absorbing Markov Chains - Example 1

Visit http://ilectureonline.com for more math and science lectures! In this video I will find the stable distribution matrix in an absorbing Markov chain. Next video in the Markov Chains series: http://youtu.be/1bErNmzD8Sw

From playlist iLecturesOnline: Probability & Stats 3: Markov Chains & Stochastic Processes

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Prob & Stats - Markov Chains (6 of 38) Markov Chain Applied to Market Penetration

Visit http://ilectureonline.com for more math and science lectures! In this video I will explain how Markov chain can be used to introduce a new product into the market. Next video in the Markov Chains series: http://youtu.be/KBCZ7o8XLKU

From playlist iLecturesOnline: Probability & Stats 3: Markov Chains & Stochastic Processes

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Christian Robert : Markov Chain Monte Carlo Methods - Part 1

Abstract: In this short course, we recall the basics of Markov chain Monte Carlo (Gibbs & Metropolis sampelrs) along with the most recent developments like Hamiltonian Monte Carlo, Rao-Blackwellisation, divide & conquer strategies, pseudo-marginal and other noisy versions. We also cover t

From playlist Probability and Statistics

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Prob & Stats - Markov Chains (22 of 38) Absorbing Markov Chains - Example 2

Visit http://ilectureonline.com for more math and science lectures! In this video I will find the stable transition matrix in an absorbing Markov chain. Next video in the Markov Chains series: http://youtu.be/hMceS_HIcKY

From playlist iLecturesOnline: Probability & Stats 3: Markov Chains & Stochastic Processes

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Prob & Stats - Markov Chains (10 of 38) Regular Markov Chain

Visit http://ilectureonline.com for more math and science lectures! In this video I will explain what is a regular Markov chain. Next video in the Markov Chains series: http://youtu.be/DeG8MlORxRA

From playlist iLecturesOnline: Probability & Stats 3: Markov Chains & Stochastic Processes

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Markov Chain Stationary Distribution : Data Science Concepts

What does it mean for a Markov Chain to have a steady state? Markov Chain Intro Video : https://www.youtube.com/watch?v=prZMpThbU3E

From playlist Data Science Concepts

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Markov Chain Monte Carlo (MCMC) : Data Science Concepts

Markov Chains + Monte Carlo = Really Awesome Sampling Method. Markov Chains Video : https://www.youtube.com/watch?v=prZMpThbU3E Monte Carlo Video : https://www.youtube.com/watch?v=EaR3C4e600k Markov Chain Stationary Distribution Video : https://www.youtube.com/watch?v=4sXiCxZDrTU

From playlist Bayesian Statistics

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Markov Chains Clearly Explained! Part - 1

Let's understand Markov chains and its properties with an easy example. I've also discussed the equilibrium state in great detail. #markovchain #datascience #statistics For more videos please subscribe - http://bit.ly/normalizedNERD Markov Chain series - https://www.youtube.com/playl

From playlist Markov Chains Clearly Explained!

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Statistical Rethinking 2022 Lecture 08 - Markov chain Monte Carlo

Slides and other course materials: https://github.com/rmcelreath/stat_rethinking_2022 Music: Intro: https://www.youtube.com/watch?v=E06X1NXRdR4 Skate1 vid: https://www.youtube.com/watch?v=GCr0EO41t8g Skate1 music: https://www.youtube.com/watch?v=o3WvAhOAoCg Skate2 vid: https://www.youtube

From playlist Statistical Rethinking 2022

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SLT Supplemental - Seminar 2 - Markov Chain Monte Carlo

This series provides supplemental mathematical background material for the seminar on Singular Learning Theory. In this seminar Liam Carroll introduces us to Markov Chain Monte Carlo, a method for sampling from the Bayesian posterior. The webpage for this seminar is http://metauni.org/pos

From playlist Metauni

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Statistical Rethinking - Lecture 11

Lecture 11 - Markov chain Monte Carlo - Statistical Rethinking: A Bayesian Course with R Examples

From playlist Statistical Rethinking Winter 2015

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Statistical Rethinking Fall 2017 - week06 lecture10

Week 06, lecture 10 for Statistical Rethinking: A Bayesian Course with Examples in R and Stan, taught at MPI-EVA in Fall 2017. This lecture covers Chapter 8. Slides are available here: https://speakerdeck.com/rmcelreath Additional information on textbook and R package here: http://xcel

From playlist Statistical Rethinking Fall 2017

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Statistical Rethinking Winter 2019 Lecture 10

Lecture 10 of the Dec 2018 through March 2019 edition of Statistical Rethinking: A Bayesian Course with R and Stan. This lecture covers Chapter 9, Markov Chain Monte Carlo.

From playlist Statistical Rethinking Winter 2019

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Iain Murray: "Introduction to MCMC for Deep Learning"

Graduate Summer School 2012: Deep Learning, Feature Learning "Introduction to MCMC for Deep Learning" Iain Murray, University of Edinburgh Institute for Pure and Applied Mathematics, UCLA July 26, 2012 For more information: https://www.ipam.ucla.edu/programs/summer-schools/graduate-summ

From playlist GSS2012: Deep Learning, Feature Learning

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Markov processes and applications-5 by Hugo Touchette

PROGRAM : BANGALORE SCHOOL ON STATISTICAL PHYSICS - XII (ONLINE) ORGANIZERS : Abhishek Dhar (ICTS-TIFR, Bengaluru) and Sanjib Sabhapandit (RRI, Bengaluru) DATE : 28 June 2021 to 09 July 2021 VENUE : Online Due to the ongoing COVID-19 pandemic, the school will be conducted through online

From playlist Bangalore School on Statistical Physics - XII (ONLINE) 2021

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Statistical Rethinking 2023 - 08 - Markov Chain Monte Carlo

Course materials: https://github.com/rmcelreath/stat_rethinking_2023 Intro video: https://www.youtube.com/watch?v=Q3jVk6k6CGY Intro music: https://www.youtube.com/watch?v=kNRIFhkYONc Outline 00:00 Introduction 13:08 King Markov 18:14 MCMC 28:00 Hamiltonian Monte Carlo 39:32 Pause 40:06 N

From playlist Statistical Rethinking 2023

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Prob & Stats - Markov Chains (19 of 38) Absorbing Markov Chains - Definition 1

Visit http://ilectureonline.com for more math and science lectures! In this video I will define the absorbing Markov chain using examples and graphically. Next video in the Markov Chains series: http://youtu.be/S_QPpEELwZk

From playlist iLecturesOnline: Probability & Stats 3: Markov Chains & Stochastic Processes

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