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

Learning Bayesian Statistics

CHAPTER

From Origin Story to Variational Inference: A Journey in Statistics

In this chapter, the speaker shares their personal journey in statistics, from their origin story and introduction to Bayesian methods in pharmacometrics, to their work on Stan and current focus on variational inference. They discuss the advantages and limitations of variational inference, the need to reconsider default settings in MCMC, and the analysis of variance in single chain Monte Carlo estimators. They also touch on convergence diagnostics and the impact of running multiple chains in parallel.

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