PyMC Labs on amortized Bayesian inference: train once, get posteriors in milliseconds

twiecki · x · 2026-11-06

PyMC Labs published a new blog on amortized Bayesian inference: instead of paying full MCMC sampling cost for every fit, you train a network once on simulations and then get posteriors from a single forward pass. Aimed at workflows that fit the same model hundreds of times, where per-fit MCMC cost scales linearly with the number of fits.

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