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#90, Demystifying MCMC & Variational Inference, with Charles Margossian

Learning Bayesian Statistics

CHAPTER

Variational Inference and MCMC: Beginner Questions and Open Challenges

This chapter delves into questions that beginners often ask about variational inference and MCMC. The speakers discuss why beginners tend to lean towards variational inference, the importance of understanding when to use variational inference and MCMC, and the open questions that remain in this field. They also explore the balance between being intellectually honest about the unanswered questions and not discouraging beginners from using these methods.

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