@docmilanfar For me first understanding SSM (the model) and then Bayesian view on filtering and seeing Kalman filter an “algo” for LGSSM (model) was useful. I explain it here -

@EikoFried @rlmcelreath Indeed, initially this single term created lot of challenges for me

An in-depth explanation of challenges and one potential remedy for gradient estimation in stochastic computational graphs

Variational Autoencoder, Latent Variable Model & Amortized Inference...

What is Probabilistic Programming? + A quick & opinionated review of @mcmc_stan @pymc_devs @PyroAi @TuringLang @TensorFlow Probability (TFP) using an example from @rlmcelreath's Statistical Rethinking book

The Metropolis Algorithm. Watch the full tutorial (The Metropolis-Hastings Algorithm) on youtube (

@BecomingDataSci A series of YouTube tutorials on Bayesian regression & inference. So far 9 videos and many more to come. . An attempt to cover both the intuition and underlying mathematics. 🙏

@rlmcelreath .. students admire & love you back for all the wisdom you grant.

Published a tutorial on Importance Sampling

A visual introduction to Rejection Sampling! Full tutorial on YouTube

Published a video explaining "MADE: Masked Autoencoder for Distribution Estimation" MADE is an essential component in many modern Normalizing Flows algorithms

Published a comprehensive tutorial on Normalizing Flows - Motivations, The Big Idea, & Essential Foundations

@jeremyphoward The complexity/Simplicity of a language is a function of how it is taught and the domain for which it is designed! E.g. Your fastai effort makes the complex subject of ML relatively simpler. So what is the problem - language or the teachers :)

@willkurt IMHO reason great libraries got written in python are because of domain expertise & not because language is superior. Refactoring/updates/performance/lack of tests are real issues in any industrial code & python makes my heart stop because of lack of strong typing and tools.

@smdiehl @willkurt If you take inspiration from JavaScript community then it can be done. Many JavaScript libraries did manage to have type definitions. It is about the community effort... seems most of the python developers still do not appreciate the importance of type annotations.

RT @TDataScience: But what is Entropy? by @ksachdeva

RT @PeterKolchinsky: If you are hearing about #covid19 “reinfections” in Asia, I can offer you my take as a virologist. The best explanatio…

@ozataman @rlmcelreath @fehiepsi @junpenglao Yes there is one for pyro (1st Ed) and numpyro (2nd Ed) by @fehiepsi ..see the links to all the ports here -