Learning Bayesian Statistics
BITESIZE | Making Variational Inference Reliable: From ADVI to DADVI
21:59
Today’s clip is from episode 147 of the podcast, with Martin Ingram.
Alex and Martin discuss the intricacies of variational inference, particularly focusing on the ADVI method and its challenges. They explore the evolution of approximate inference methods, the significance of mean field variational inference, and the innovative linear response technique for covariance estimation.
The…