Where can I find documentation (PDF files, if possible) about the math behind pymc3, something like “User guide/reference-manual”, with its corresponding bibliography?
In particular, I’m interested in how Hamiltonian monte carlo and No u-turn sampler work in Pymc3.
I’m checking the bibliografy suggested here and Stan’s reference-manual. Any other suggestion will be highly appreciated!
Here are a few that I’ve collected over the past few months. The first two are important papers, and the last three help to explain the content of the papers in a more digestible way.
In terms of implementation, we are following closely to Stan which use something very close to appendix A.4 Dynamic Implementations in A Conceptual Introduction to Hamiltonian Monte Carlo (by Betancourt, arXiv)