## 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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Probably some sort of blog

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!
[Read More]

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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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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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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