Compare different baselines for the Baysian Inference problems.
We compare:
- MCMC- Markov Chain Monte Carlo
- ajax - Variational Inference using ajax.
- Laplace Approximation
- PyStan - Variational Inference using Stan
coin_toss = """
data {
int<lower=0> n;
int<lower=0, upper=1> heads[n];
real alpha0;
real beta0;
}
parameters {
real<lower=0, upper=1> theta;
}
model {
heads ~ bernoulli(theta);
theta ~ beta(alpha0, beta0);
}
"""
Stan | Ajax |
Laplace Approximation | RMH in Blackjax |