Showing posts with label HamiltonianMonteCarlo. Show all posts
Showing posts with label HamiltonianMonteCarlo. Show all posts

Tuesday, February 20, 2018

Simple Bayesian Modeling on Edward by Hamiltonian Monte Carlo

Overview

On this article, I'll re-write by Edward the simple bayesian model that was written on Stan.
This time, my target is from the following article.
Actually, I already wrote the article, Simple regression by Edward: variational inference. There, I re-wrote the model on Edward. But at that time, I used variational bayesian method for inference.
Stan uses Hamiltonian Monte Carlo. So, this time, I'll use Hamiltonian Monte Carlo on Edward and re-write the model.