/BayesianLearning

Bayesian Learning

Primary LanguageJupyter Notebook

Bayesian Learning

Setup

  • Install Julia Language and Jupyter Notebook (Anaconda3)

  • Install related packages in Julia REPL

    using Pkg

Pkg.add("IJulia")
Pkg.add("Distributions")
Pkg.add("Optim")
Pkg.add("PyCall")
Pkg.add("PyPlot")

  • Run Jupyter notebook

    $ jupyter notebook

Variational Inference

  1. KL Divergence: Studying the properties of KL divergence with a Gaussian Mixture Model example.
  2. CAVI: A full example of coordinate ascent variational inference for the Gaussian Mixture Model.
  3. VAE-python: Variational Auto-encoder implemented in PyTorch.

Recommended readings