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Outline ntroduction to hamiltonian monte carlo Riemann manifold Langevin and hamiltonian Monte Carlo methods(Girolami Calderhead 2011) Geodesic monte carlo on embedded Manifolds Byrne Girolami, 2013)Outline • Introduction to Hamiltonian Monte Carlo • Riemann manifold Langevin and Hamiltonian Monte Carlo methods (Girolami & Calderhead, 2011) • Geodesic Monte Carlo on Embedded Manifolds (Byrne & Girolami, 2013)
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