- BetanCourt on MCMC
- Radford Neal’s review of HMC
- BetanCourt and Girolamani (2013) HMC and Hierarchicals
- L, epsilon, and other tweaking :
- Imputation and Convergence : We use a switchpoint model from Fonnesbeck's Bios 8366 course to illustrate both various formal convergence test and data imputation using the posterior predictives
- Formal Tests for Convergence : The Gewecke test takes two non-overlapping samples and compares their means, trying to see how similar they are. The Gelman-Rubin test compares the winthin-chain to between-chain variance.
- Gelman Schools and Hierarchical Pathology :
- Identifiability :