Harvard course: Monte Carlo Methods, Stochastic Optimization

[Allen B. Riddell]

AM207
Monte Carlo Methods, Stochastic Optimization
Verena Kaynig-Fittkau and Pavlos Protopapas

All material is online. Uses IPython notebooks. Covers MCMC, HMC, ...

https://am207.github.io/2015/index.html

They have a *very* cool animated logo. (Paging @betanalpha)

Best wishes,

Allen

[Bob Carpenter]

Looks like a fun class. That last notebook for HMC is like Radford's
paper with Python code (they say they followed the paper).

Do you know the instructors? Maybe they could link PyStan in addition to
PyMC3!

By animated logo, you mean that thing that rotates and fills in
Harvard's logo? I didn't get why it was spiky and then rotated. And it
takes forever to complete. Stan would be faster :-)

- Bob

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[Andrew Gelman]

I agree. It would be odd to teach HMC in Python and not do Stan.