Overview

This week’s outline

By “MCMC hacking,” I mean learning the tools to:

1. Predict when some MCMC algorithm will fail.
2. Strategies to fix it.
3. How to write a new MCMC algorithm.
4. How to debut your MCMC code.

Rationale

We need to write new MCMC algorithm because there are situations that Stan/other PPLs cannot handle automatically.

Some examples:

• Phylogenetic tree inference
• Analysis of network data
• Proto-language reconstruction
• Multiple sequence alignment