What is the main topic of this tutorial: Explain what are MCMC, Metropolis-Hastings, Hamiltonian Monte Carlo, and how to use them in practice.

One line description
This tutorial would help to understand what are the different variants of MCMC, what they have in common, how they differ, and provide examples of usage.

Level

• Beginner
• Intermediate
• Advanced

Learning goals

• What's a MCMC
• Metropolis-Hastings
• Hamiltonian Monte Carlo
• How to run MCMC with Tensorflow Probability