When using ADVI, we can extract the mean and std for free RVs using approx or a tracker. Assume that we collect the latest mean and std vector for free RVs using any of above methods. If we consider the vector that contains means of the all free RVs, then I observed that the position of the value (i…

The ordering is saved in bij = advi.approx.groups[0].bij, it has a function to map an array to a dictionary bij.rmap and a mapping from a dictionary to an array bij.map

ADVI : Collecting Values for Specific Variables

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junpenglao May 1, 2018, 6:24am 3

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ADVI : Collecting Values for Specific Variables

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