Statistical Modeling, Causal Inference, and Social Science

You can get a taste of Hamiltonian Monte Carlo (HMC) by reading the very gentle introduction in David MacKay’s general text on information theory: MacKay, D. 2003. Information Theory, Inference, and Learning Algorithms. Cambridge University Press. [see Chapter 31, which is relatively standalone and can be downloaded separately.] Follow this up with Radford Neal’s much […]