Cuong To

Cuong To

Data Scientist | Developer

© 2020

Variational inference

Variational inference is type of approximate inference. It allows use to approxiate posterior distribution . Here is a small notebook that I wrote.

References:

  1. Pattern Recognition and Machine Learning, Christopher .M. Bishop.
  2. Variational Inference: A Review for Statisticians, David M. Blei, Alp Kucukelbir, Jon D. McAuliffe