https://jorisbukala.com/tags/mcmc/ Recent content in MCMC on Joris Bukala | Math & ML Hugo -- 0.153.4 en-us Tue, 23 Jul 2024 10:00:00 +0100 https://jorisbukala.com/posts/high-dimensional-sampling/ Tue, 23 Jul 2024 10:00:00 +0100 https://jorisbukala.com/posts/high-dimensional-sampling/ <p>Most of the content here I prepared for giving a talk on Bayesian inference. Some background stuff didn&rsquo;t fit in the (introductory) talk itself, so this is more of a space for me to put the rest.</p> <p>Below, I will discuss a few things: Firstly how Bayesian inference leads into the need to sample from high-dimensional functions. I&rsquo;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.</p>