Interesting. They talk about plain old Metropolis Hastings, which is pretty questionable.
Anyone excited about this, I highly recommend checking out Stan; it's under active development, actually works with real problems, and is used in the real world. With NUTS and HMC they've really made good on their promises, and quite soon they'll have meaningful ADVI support. See this former discussion: https://news.ycombinator.com/item?id=10244771
Anyone excited about this, I highly recommend checking out Stan; it's under active development, actually works with real problems, and is used in the real world. With NUTS and HMC they've really made good on their promises, and quite soon they'll have meaningful ADVI support. See this former discussion: https://news.ycombinator.com/item?id=10244771