Sunday, September 23, 2018

Recreating Michael Betancourt's Bayesian modeling course from his online materials

Several people wanted to have the slides from Betancourt's lectures at SMLP2018. It is possible to recreate most of the course from his writings:

1. Intro to probability:

2. Workflow:

3. Diagnosis:

4. HMC:

5. Validating inference:

6. Calibrating inference: