I want to be able to parameterise an RNN in my model using samples from my guide. Reading through the docs, it’s not immediately obvious how I would go about doing this.

I want to do something along the lines of:

- Parameterise posterior distribution using amortised inference
- Sample from posterior distribution
- Feed those samples in to an RNN in the model to parameterise a predictive distribution
- Factorise the Free Energy over time such that I can calculate an analytic KL for each time step.