[09x12] Bayesian Variational Inference (VI) using RxInfer.jl
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Bayesian Variational Inference (VI) is
Bayesian Variational Inference (VI) is an efficient alternative to Markov Chain Monte Carlo (MCMC) for approximating the posterior distribution.
VI comes from the world of machine learning, so it's well suited for scenarios with a lot of observations being generated by complex distributions.
In this tutorial, learn how to use the RxInfer.jl package to take advantage of their implementation of VI.
00:00 Intro
00:43 Variational Inference
03:05 Set-up
05:18 Observations
08:31 Model
11:47 Constraints
13:52 Inference
20:36 Visualization
24:54 Outro
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Links for this tutorial
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Code for this tutorial (GitHub)
github.com/julia4ta/tutorials/tree/master/Series%2…
doggo dot jl. Episode 910. "[09x10] Intro to RxInfer.jl | Automatic Bayesian Inference on Factor Graph with Message Passing". 2023. (YouTube)
• [09x10] Intro to RxInfer.jl | Automat...
RxInfer.jl Documentation: Advanced Tutorial.
biaslab.github.io/RxInfer.jl/stable/examples/advan…
RxInfer.jl Documentation Home Page.
biaslab.github.io/RxInfer.jl/stable/
RxInfer.jl GitHub Repository.
github.com/biaslab/RxInfer.jl
Bagaev et al. "Reactive Message Passing for Scalable Bayesian Inference". Scientific Programming. 2023.
www.hindawi.com/journals/sp/2023/6601690/
Bagaev, Dmitry. Presentation Video. JuliaCon 2023. "RxInfer.jl: a package for real-time Bayesian Inference". (YouTube)
• RxInfer.jl: A Package for Real-Time B...
Bagaev, Dmitry. Presentation Video. "GraphPPL.jl: a package for specification of probabilistic models | Dmitry Bagaev | JuliaCon 2022". (YouTube)
• GraphPPL.jl: A Package for Specificat...
Bagaev, Dmitry. Presentation Video. "ReactiveMP.jl: Reactive Message Passing-based Bayesian Inference | Dmitry Bagaev | JuliaCon2021". (YouTube)
• ReactiveMP.jl: Reactive Message Passi...
Bagaev, Dmitry. Presentation Video. "JuliaCon 2020 | Rocket.jl: A Julia package for reactive programming | Dmitry Bagaev". (YouTube)
• JuliaCon 2020 | Rocket.jl: A Julia pa...
van de Laar, Thijs. Presentation Video. "JuliaCon 2018 | Julia Toolbox for Factor Graph-based Probabilistic Programming | Thijs van deLaar". (YouTube)
• Julia Toolbox for Factor Graph-based ...
BIASlab Website.
biaslab.github.io/
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Links for this series
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Link to Series 9 Playlist [Julia Probabilistic Programming for Beginners]
• [09x01] How Much of Earth is Covered ...
Turing.jl Documentation
turinglang.org/stable/docs/using-turing/
Turing.jl (GitHub)
github.com/TuringLang/Turing.jl
Turing.jl Website
turinglang.org/stable/
StatsPlots.jl Documentation
docs.juliaplots.org/latest/generated/statsplots/
StatsPlots.jl (GitHub)
github.com/JuliaPlots/StatsPlots.jl
Distributions.jl Documentation
juliastats.org/Distributions.jl/stable/
Distributions.jl (GitHub)
github.com/JuliaStats/Distributions.jl
The Julia Programming Language
julialang.org/
docs.julialang.org/en/v1/
youtube.com/@TheJuliaLanguage
VS Code
code.visualstudio.com/
Pluto.jl
plutojl.org/
github.com/fonsp/Pluto.jl
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