ADVI in TensorFlow Probability

Implementation of the automatic variational inference method "automatic differentiation variational inference" (ADVI) [1] in TensorFlow Probability.

[1] Kucukelbir, A., Ranganath, R., Gelman, A., & Blei, D. (2015). Automatic variational inference in Stan. In Advances in neural information processing systems (pp. 568-576).