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FWI, @mgorinova is also working internally on a PPCA implementation with VI. Having both HMC and VI examples sounds great; once they're checked in it'd be nice to look at combining them since I'm sure there will be a fair amount of shared code.
Hi @mgorinova , thank you for the response :) What do you mean by checking in? I made a PR of a notebook that shows the PPCA/HMC example here. Is there something else that I can do?
See also http://edwardlib.org/tutorials/probabilistic-pca.
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