tangent: i would dearly love to read a similar article focusing on practical advice on industrial application of statistical modelling, probabilistic programming & Bayesian inference
Step 1: sample
Step 2: Run model
...lots of time passes...
Step 3: sample from your sample
Step 4: GOTO 2
I'm sortof joking, but also not. Specifically Bayesian inference takes forever, and there's no really good way to speed it up (GPU's don't work as well, because the sampling is sequential).
I'm sortof joking, but also not. Specifically Bayesian inference takes forever, and there's no really good way to speed it up (GPU's don't work as well, because the sampling is sequential).