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Work on vi visualized

Merged Philipp Frank requested to merge work_on_vi_visualized into more_samplers
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Merged by Philipp ArrasPhilipp Arras 3 years ago (Jun 10, 2021 8:07pm UTC)

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19 19 ###############################################################################
20 20 # Variational Inference (VI)
21 21 #
22 # This script demonstrates how MGVI and GeoVI work for an inference problem
23 # with only two real quantities of interest. This enables us to plot the
24 # posterior probability density as two-dimensional plot. The approximate
25 # posterior samples are contrasted with the maximum-a-posterior (MAP) solution
26 # together with samples drawn with the Laplace method. This method uses the
27 # local curvature at the MAP solution as inverse covariance of a Gaussian
28 # probability density.
22 # This script demonstrates how MGVI, GeoVI, MeanfieldVI and FullCovarianceVI
23 # work for an inference problem with only two real quantities of interest. This
24 # enables us to plot the posterior probability density as two-dimensional plot.
25 # The approximate posterior samples are contrasted with the maximum-a-posterior
26 # (MAP) solution together with samples drawn with the Laplace method. This
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