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1.9.1

Introductory Tutorials

  • Introduction to Pyro
  • Automatic rendering of Pyro models
  • Rendering deterministic variables
  • SVI Part I: An Introduction to Stochastic Variational Inference in Pyro
  • SVI Part II: Conditional Independence, Subsampling, and Amortization
  • SVI Part III: ELBO Gradient Estimators
  • SVI Part IV: Tips and Tricks

Practical Pyro and PyTorch

  • Bayesian Regression - Introduction (Part 1)
  • Bayesian Regression - Inference Algorithms (Part 2)
  • Tensor shapes in Pyro
  • Modules in Pyro
  • High-dimensional Bayesian workflow, with applications to SARS-CoV-2 strains
  • Interactive posterior predictives checks
  • Using the PyTorch JIT Compiler with Pyro
  • Example: using vanilla PyTorch to perform optimization in SVI
  • Example: distributed training via Horovod
  • Example: distributed training via PyTorch Lightning
  • SVI with a Normalizing Flow guide

Deep Generative Models

  • Variational Autoencoders
  • The Semi-Supervised VAE
  • Conditional Variational Auto-encoder
  • Normalizing Flows - Introduction
  • Variational Autoencoder with a Normalizing Flow prior
  • Deep Markov Model
  • Attend Infer Repeat
  • Example: Causal Effect VAE
  • Example: Sparse Gamma Deep Exponential Family
  • Probabilistic Topic Modeling
  • scANVI: Deep Generative Modeling for Single Cell Data with Pyro

Discrete Latent Variables

  • Inference with Discrete Latent Variables
  • Gaussian Mixture Model
  • Dirichlet Process Mixture Models in Pyro
  • Example: Toy Mixture Model With Discrete Enumeration
  • Example: Hidden Markov Models
  • Example: Capture-Recapture Models (CJS Models)
  • Example: hierarchical mixed-effect hidden Markov models
  • Example: Discrete Factor Graph Inference with Plated Einsum
  • Example: Amortized Latent Dirichlet Allocation

Customizing Inference

  • MLE and MAP Estimation
  • Doing the same thing with AutoGuides
  • Writing guides using EasyGuide
  • Customizing SVI objectives and training loops
  • Boosting Black Box Variational Inference
  • Example: Neural MCMC with NeuTraReparam
  • Example: Sparse Bayesian Linear Regression
  • Example: reducing boilerplate with pyro.contrib.autoname

Application: Time Series

  • Forecasting I: univariate, heavy tailed
  • Forecasting II: state space models
  • Forecasting III: hierarchical models
  • Forecasting with Dynamic Linear Model (DLM)
  • Levy Stable models of Stochastic Volatility
  • Multivariate Forecasting
  • Example: Gaussian Process Time Series Models

Application: Gaussian Processes

  • Gaussian Processes
  • Gaussian Process Latent Variable Model
  • Bayesian Optimization
  • Example: Deep Kernel Learning

Application: Epidemiology

  • Epidemiological models: Introduction
  • Example: Univariate epidemiological models
  • Example: Regional epidemiological models
  • Example: Epidemiological inference via HMC
  • Logistic growth models of SARS-CoV-2 lineage proportions

Application: Biological sequences

  • Example: Constant + MuE (Profile HMM)
  • Example: Probabilistic PCA + MuE (FactorMuE)

Application: Experimental Design

  • Designing Adaptive Experiments to Study Working Memory
  • Predicting the outcome of a US presidential election using Bayesian optimal experimental design

Application: Object Tracking

  • Tracking an Unknown Number of Objects
  • Kalman Filter

Other Inference Algorithms

  • Example: analyzing baseball stats with MCMC
  • Example: Inference with Markov Chain Monte Carlo
  • Example: MCMC with an LKJ prior over covariances
  • Compiled Sequential Importance Sampling
  • Example: Sequential Monte Carlo Filtering
  • Example: importance sampling
  • The Rational Speech Act framework
  • Understanding Hyperbole using RSA
  • Example: Utilizing Predictive and Deterministic with MCMC and SVI

Understanding Pyro's Internals

  • Mini-Pyro
  • Poutine: A Guide to Programming with Effect Handlers in Pyro
  • pyro.contrib.funsor, a new backend for Pyro - New primitives (Part 1)
  • pyro.contrib.funsor, a new backend for Pyro - Building inference algorithms (Part 2)
  • Example: hidden Markov models with pyro.contrib.funsor and pyroapi

Deprecated

  • (DEPRECATED) An Introduction to Models in Pyro
  • (DEPRECATED) An Introduction to Inference in Pyro
Pyro Tutorials
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