Inverse Transform
MCMC
Metropolis-Hastings
Gibbs
Hamiltonian
Langevin
A Simplified Overview of Langevin Dynamics | Roy Friedman
References
- Murphy, Kevin P. Probabilistic machine learning: Advanced topics. MIT press, 2023.
- The intuition behind the Hamiltonian Monte Carlo algorithm - YouTube
- Metropolis - Hastings : Data Science Concepts - YouTube