Variational Inference vs MCMC

Dec 30, 2019 R, statistics
code

This project was my first introduction to statistics and was mentored by Prof. Dootika Vats where we covered the following milestones -

  • Got familiarised with Variational Inference & MCMC.
  • Implemented an R program to obtain the posterior distribution for a dataset using both Variational Inference and MCMC.
  • Obtained a contrast among posteriors obtained using both the techniques.
  • Concluded that MCMC is asymptotically exact while VI is not but also computationally expensive.
R statistics
Data Scientist & Coordinator at Stamatics

I’m a senior undergraduate in Mathematics and Scientific Computing who works in Statistical Inference.