Pollsters trying to predict presidential election results and physicists searching for distant exoplanets have at least one thing in common: They often use a tried-and-true scientific technique called Bayesian inference.
This versatile technique could be applied to a wide array of scientific quandaries that incorporate Bayesian inference. For instance, it could be used by economists studying the impact of microcredit loans in developing nations or sports analysts using a model to rank top tennis players. Rather than reinventing the wheel, the team took many ideas from ADVI but turned them around to create a technique called deterministic ADVI that doesn't have these downsides.
"We wanted to see if we could live up to the promise of black-box inference in the sense of, once the user makes their model, they can just run Bayesian inference and don't have to derive everything by hand, they don't need to figure out when to stop their algorithm, and they have a sense of how accurate their approximate solution is," Broderick says.
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