Pymc3 references

[nipnipj]

Hello!

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!

[tushar_chandra]

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.

• The No U-Turn Sampler (by Hoffman and Gelman, arXiv)
• A Conceptual Introduction to Hamiltonian Monte Carlo (by Betancourt, arXiv)
• Hamiltonian Monte Carlo from Scratch (blog post by @colcarroll)
• Markov Chains: Why Walk When You Can Flow? (blog post by Richard McElreath, author of Statistical Rethinking; this one helping bridge the gap between Metropolis and HMC)
• The intuition behind HMC (Talk by Ben Lambert)

[junpenglao]

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)