arviz-devs / arviz-devs/simuk

SVI Support

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Description

## Tell us about it

When reading https://arxiv.org/pdf/1804.06788 I see that

> SBC requires just one assumption: that we have a generative model for our data. Given
such a model, we can run any given algorithm over many simulated observations and the self
consistency condition (1) provides a target to verify that the algorithm is accurate over that
ensemble, and hence sufficiently calibrated for the assumed model.

This means we can still use this for variational inference methods, right? It would be great to have support!

## Thoughts on implementation

Not sure, but happy to help.

Contributor guide

Open the contributing guide

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