The Future of Faster MCMC

Today's clip is from Episode 163, featuring Eliot Carlson and Adrian Seyboldt. In this conversation, Eliot and Adrian look beyond current approaches to HMC adaptation and preconditioning and share the ideas they're most excited to explore next. Eliot discusses new ways of parallelizing MCMC by solving for an entire trajectory at once rather than computing every step sequentially, a potentially…