High-Dimensional Sampling
Most of the content here I prepared for giving a talk on Bayesian inference. Some background stuff didn’t fit in the (introductory) talk itself, so this is more of a space for me to put the rest. Below, I will discuss a few things: Firstly how Bayesian inference leads into the need to sample from high-dimensional functions. I’ll then discuss some peculiarities of high-dimensional spaces. These will be used when I discuss a few different solution methods, to explain why and when they will work or fail....