Probabilistic ML - 20 - Markov Chain Monte Carlo

This is Lecture 20 of the course on Probabilistic Machine Learning in the Summer Term of 2025 at the University of Tübingen, taught by Prof. Philipp Hennig. Contents include an overview of classic Markov Chain Monte Carlo Methods, including Metropolis-Hastings, Gibbs, and Hamiltonian Monte Carlo Probabilistic ML is an integral part of the curriculum of the International Masters Degree in Machine Learning, alongside associated courses on deep learning, statistical machine learning, reinforcement learning, and much more. Playlist for the course:    • Probabilistic Machine Learning 2025 - Phil...