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Writing effective bayesian programs using TensorFlow and TFP


This tutorial aims to provide some examples of how to write effective Bayesian programs using TensorFlow and Tensorflow Probability. In TFP land, effectiveness usually comes from writing model that could generate batch-able functions, and utilizing modern hardware (GPU, TPU) with compiler accelerator (i.e., XLA). I will give a walkthrough on how to do so and highlight some gotchas.


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