When using AutoGuides, the method
sample_posterior is really convenient to get samples after inference.
Is there an easy way to do the same for custom guides?
I was looking for something like the following.
def model(data): ... def guide(data): ... svi = SVI(model, guide, optimizer, loss=Trace_ELBO()) svi_result = svi.run(rng_key, 20000, data) sample_posterior(guide, rng_key, svi_result.params, sample_shape=(100,))
Is that already possible?