Bayesian Inference

Understanding Multivariate Probabilistic Time Series Forecasting with Informer

Time series forecasting has long been regarded as a critical component in myriad fields, ranging from finance and economics to environmental science and engineering. Accurate predictions of future observations enable businesses, researchers, and policymakers to make informed decisions, optimize resource allocation, and mitigate potential risks. However, real-world time series data often exhibit complex patterns and …

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Stein Variational Gradient Descent: A Game Changer for Bayesian Inference

Introduction Bayesian inference is a powerful tool that allows us to make predictions based on uncertain data. It has wide-ranging applications, from natural language processing to computer vision, and is particularly useful for problems that involve high-dimensional probability distributions. However, traditional methods for performing Bayesian inference can be computationally expensive, especially when the number of …

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