1,000 Rosenbrock functions
One thing I've always wanted to do was find the global minimum of 1,000 Rosenbrock
functions using BFGS really quickly - and now I can do it easily!
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Maximum likelihood estimation with tensorflow probability and pystan (and now rstan too)
I've made some edits to this post based on comments on the stan forums and from Bob
Carpenter below (many thanks to all):
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Helpful command line tools
Variational inference with pyro
In going NUTS with pyro and pystan I mentioned that I would like to try variational
inference algorithms in pyro, so here is that attempt. A disclaimer: I am not very
familiar with pyro or variational inference.
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Variational inference basics
Table of Contents
1. Basic maths
2. Variational families
2.1. Mean-field Gaussian
2.2. Full-rank Gaussian
2.3. Recommendations
3. Conclusions
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