BayesFlow is shipped with tensorflow now. While there isn’t much general documentation that I could find the API docs are OK. Here’s a bit that might be of interest:
Also FYI, a NUTS implementation in TensorFlow seems to be in the works:
Thanks for the pointer. I just visited the BayesFlow team and talked to them about changes we’ve made to NUTS since the original Hoffman and Gelman paper. As Alexei points out in the issue, the challenge is dealing with a recursive algorithm like NUTS in a fixed computational graph environment.
What I’m hoping is that they figure out a better alternative to ADVI.