http://www.batisengul.co.uk/tags/edward/ Recent content in Edward on Batı Şengül Hugo -- gohugo.io batisengul@gmail.com batisengul@gmail.com Sat, 21 Jul 2018 00:00:00 +0000 http://www.batisengul.co.uk/post/variational-inference-the-art-of-approximate-sampling/ Sat, 21 Jul 2018 00:00:00 +0000 batisengul@gmail.com http://www.batisengul.co.uk/post/variational-inference-the-art-of-approximate-sampling/ In the spirit of looking at fancy word topics, this post is about variational inference. Suppose you granted me one super power and I chose the ability to sample from any distribution in a fast and accurate way. Now, you might think that’s a crappy super-power, but that basically enables me to fit any model I want and provide uncertainty estimates. To make the problem concrete, lets suppose you are trying to sample from a distribution \(p(x)\).