I think we are on the cusp of another renaissance in Bayesian / MC methods - specifically, I think in some relatively short timespan (5 yrs? 10 yrs?), it’s reasonable to think that some new algorithms that are massively parallel at their core will break through. Whether it’s on the VI side or MCMC side or BO/GP side something totally new I don’t know, but it just feels like it is bound to happen eventually.
Big +1 for that textbook!
Also giving a +1 to the Bayesian Optimization/Gaussian Processes textbook [1] that came out last year - I mean 2 years ago - beautiful graphics and full PDF officially hosted.
You seem to know quite a bit about Bayesian statistics; anywhere recommendations of reading material specifically about Bayesian inference applied on time series?
Big +1 for that textbook!
Also giving a +1 to the Bayesian Optimization/Gaussian Processes textbook [1] that came out last year - I mean 2 years ago - beautiful graphics and full PDF officially hosted.
[1] Garnett 2023, https://bayesoptbook.com/book/bayesoptbook.pdf