Interactive dashboard visualizing various MCMC sampling algorithms


#1

Interactive dashboard visualizing various MCMC sampling algorithms including HMC and NUTS
https://chi-feng.github.io/mcmc-demo/app.html#EfficientNUTS,banana


#2

Neat, but I don’t get what the vectors are, nor what all those algorithms are. naive NUTS vs. efficient NUTS? What’s that mean?


#3

I think the vectors are the initial momenta (although you run into the issue that their magnitude is on a different scale than the positions because they’re not the same spaces!). Also the NUTS animations are misleading because very smooth trajectories are shown instead of the more-obviously discrete trajectories we use in practice.

No idea what half the algorithms referenced are.