Ideas for videos

[ben18785]

Series on constructing a valid sampler:

• Requirement for detailed balance
• Requirement for time reversibility
• Proving that HMC targets the posterior
• Proving that NUTS targets the posterior
• Proving that RMC targets posterior

Video(s) on slice sampling.

Video series on nested sampling:

• The intuition behind nested sampling
• Ellipsoidal nested sampling
• Multinest
• Galilean Monte Carlo
• Polychord
• Diagnosing issues with sampling

[ben18785]

Series on INLA

[ben18785]

Series on copulas and vine copulas.