adisetyop/inference-with-pyro

Bayesian logistic regression with variational inference and Hamiltonian Monte Carlo

Bayesian logistic regression with variational inference and Hamiltonian Monte Carlo

This repository is associated with the article Durante and Rigon (2019). Conditionally conjugate mean-field variational Bayes for logistic models. Written in Python, this compares the work with the implementation in Pyro(http://pyro.ai/).