Pyro is a flexible, scalable deep probabilistic programming library built on PyTorch. Notably, it was designed with these principles in mind: Pyro was originally developed at Uber AI and is now ...
1 Introduction to Bayesian Inference Read Pattern Recognition and Machine Learning (PRML), Sections 1.1-1.3, 1.5-1.6 & 2-2.3.4 (inclusive ranges), Intro to Bayesian updating paper, and Pyro paper. 2 ...
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