Variational Inference With PyMC3: A Lightweight Demo

written by Eric J. Ma on 2016-08-06

python bayesian variational inference pymc3 statistics data science

Following on the heels of me recently attending Thomas Wiecki's Boston Bayesians talk, I decided to put up a notebook showing a lightweight example of how to do Bayesian modelling with PyMC3. Comments are welcome!

The notebook can be found here.

Thomas Wiecki's blog post on Bayesian Deep Learning, which served as the original inspiration for my notebook example, can be found here.

Happy reading!