Hi, I have a question but don’t know what is the keywords I should search for after a few trials on Google. So basically, suppose I have a GLM. setting where
mu = torch.exp(b0 + b1* x)
and b0, b1 are my true parameters which needs to be estimated either through MCMC or SVI.
Is there anyway that I can get samples or posterior samples for mu? I know I can definitely takes samples from b0 and b1 then calculate mu by myself, but that seems dumb since I feel this should already be handled by Pyro.
At high level, if theta is my parameter which needs to be estimate, how can I let Pyro know I want samples for f(theta), some transformations from theta like theta^2, or theta_1 - theta_2, etc? I don’t know what this kind of stuff is called in Pyro so need some help. Thanks!