Hi,
When I use autoguides e.g. AutoDiagonalNormal, the only params are “loc” and “scale” which combine all the posteriors i think. How can I extract the posteriors for individual parameters in the model from that?
since all the latent variables are grouped together, we can’t expose individual posteriors as distribution objects, so we instead expose statistics of the posterior eg median, quantiles, etc. you can also draw samples directly from the posterior.