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Lecture 13: Approximating Probability Distributions (III): Monte Carlo Methods (II): Slice Sampling, Hybrid Monte Carlo, Over-relaxation, Exact Sampling
Published on 2012-11-0513907 Views
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Presentation
Advanced Monte Carlo Methods (1)00:00
Course Outline (1)00:08
Course Outline (2)00:13
The Course Website And Book01:11
Monte Carlo Methods Outline (1)01:17
Monte Carlo Methods (1)01:36
Monte Carlo Methods (2)02:22
Monte Carlo Methods (3)02:30
Monte Carlo Methods (4)02:36
Monte Carlo Methods (5)03:44
Monte Carlo Methods (6)04:08
Monte Carlo Methods (7)04:32
Monte Carlo Methods (8)04:44
Last Lecture (1)07:19
Last Lecture (2)07:33
Last Lecture (3)07:40
Last Lecture (4)08:05
Last Lecture (5)08:18
Last Lecture (6)08:22
Last Lecture (7)08:41
Monte Carlo Methods Outline (2)10:18
Problems With Standard Monte Carlo Methods (1)11:10
Toy Problem (1)13:32
Toy Problem (2)15:04
Toy Problem (3)16:27
Q1: How long To Wait For A Good Sample?16:45
Two More Questions, Q2 & Q317:40
Answers To Q1, Q2, Q3 (1)18:46
Answers To Q1, Q2, Q3 (2)21:28
Toy Problem (4)24:14
Simulation Histogram (1)25:54
The Transition Probability Matrix27:09
The Probability Distribution After T Steps (1)28:03
The Probability Distribution After T Steps (2)28:27
The Probability Distribution After T Steps (3)28:38
The Probability Distribution After T Steps (4)28:41
The Probability Distribution After T Steps (5)28:52
The Probability Distribution After T Steps (6)29:16
The Probability Distribution After T Steps (7)29:26
The Probability Distribution After T Steps (8)29:31
The Probability Distribution After T Steps (9)29:58
The Probability Distribution After T Steps (10)30:31
The Probability Distribution After T Steps (11)30:34
The Probability Distribution After T Steps (12)31:17
The Probability Distribution After T Steps (13)31:20
The Probability Distribution After T Steps (14)31:51
The Probability Distribution After T Steps (15)31:56
Random Walk Behaviour (1)32:47
Random Walk Behaviour (2)33:52
Random Walk Behaviour (3)34:11
Random Walk Behaviour (4)35:06
Random Walk Behaviour (5)35:20
Random Walk Behaviour (6)36:04
Random Walk Behaviour (7)36:30
Random Walk Behaviour (8)36:59
Random Walk Behaviour (9)37:46
Random Walk Behaviour (10)39:04
Random Walk Behaviour (11)40:29
Efficient Monte Carlo Methods (1)42:42
Hamiltonian Monte Carlo (1)43:30
Hamiltonian Monte Carlo (2)45:27
Hamiltonian Monte Carlo (3)48:44
Hamiltonian Monte Carlo (4)49:41
Hamiltonian Monte Carlo (5)55:48
Adler's Overrelaxation (1)58:17
Gibbs Sampling (1)01:00:48
Adler's Overrelaxation (2)01:01:32
Adler's Overrelaxation (3)01:01:57
Gibbs Sampling (2)01:03:01
Adler's Overrelaxation (4)01:03:13
Adler's Overrelaxation (5)01:03:16
Gibbs Sampling (3)01:03:26
Adler's Overrelaxation (6)01:03:37
Adler's Overrelaxation (7)01:03:40
Ordered Overrelaxation (1)01:04:12
Ordered Overrelaxation (2)01:04:36
Slice Sampling (1)01:07:46
Slice Sampling (2)01:08:57
Slice Sampling (3)01:09:50
Slice Sampling (4)01:10:31
Slice Sampling (5)01:15:11
Slice Sampling (6)01:15:40
Slice Sampling (7)01:18:03
Exact Sampling (1)01:22:13
Exact Sampling (2)01:23:19
Exact Sampling (3)01:24:17
Exact Sampling (4)01:28:20
Exact Sampling (5)01:29:05
Exact Sampling (6)01:30:46
Exact Sampling (7)01:31:51
Exact Sampling (8)01:34:03
Exact Sampling (9)01:34:11
Exact Sampling (10)01:34:57
Exact Sampling For The Ising Model (1)01:35:01
Exact Sampling For The Ising Model (2)01:36:37
Exact Sampling For The Ising Model (3)01:37:32
Introduction To The Ising Model (1)01:38:41
Exact Sampling For The Ising Model (4)01:40:01
Exact Sampling For The Ising Model (5)01:41:52
Exact Sampling For The Ising Model (6)01:41:59
Problems With Standard Monte Carlo Methods (2)01:42:09
The Normalizing Constant01:43:12
Questions01:45:39