An Intuitive Comparison of MCMC and Variational Inference | by Matt Biggs | Dec, 2022
Two nifty ways to estimate unobserved variablesPhoto by Yannis Papanastasopoulos on UnsplashI recently started working my way through “Probabilistic Programming and Bayesian Methods for Hackers”, which has been on my to-do list for a long time. Speaking as someone who’s taken my fair share of statistics and machine learning classes (including Bayesian stats), I find that I’m understanding things through this coding-first approach that were never clear before. I highly recommend this read!Some generous souls updated the…