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VI_masterclass

This repository contains materials for the two lectures I gave on the topics of modern Variational inference and deep generative models (mainly VAEs and Normalising flows), as part of the workshop on Variational inference organised jointly by the postdocs of CoSInES and Bayes4Health projects.

Apart from the lecture slides the repository contains three notebook tutorials on the folllowing:

  1. Tutorial on the basic black-box Variational inference mechanics using a linear regression model.
  2. Extension to a logistic regression model and comparison with MCMC (using the Pyro ppl).
  3. Code to run a minimal example of a VAE.

Running the notebooks

The notebooks can be run easily using google colab. Just open the notebooks and click on the open in colab link at the top left.

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