After the basic video showing U-turns, perhaps with a few simulations of NUTS terminating, I want to make a more detailed video: "The intuition behind the NUTS algorithm". This will include:
- Recap of HMC: show simulations on a 2d surface to illustrate how U-Turns can occur
- Motivation behind NUTS: dtheta/dt = theta.r onwards
- Basic NUTS algorithm
- Illustrate trees being built by animation with coloured points
- Illustrate NUTS termination by animation (using subtree construction) with vectors
- Improvements on NUTS; also mention exhaustive MC
After the basic video showing U-turns, perhaps with a few simulations of NUTS terminating, I want to make a more detailed video: "The intuition behind the NUTS algorithm". This will include: