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and the inference exercise consists on inferring the value of $p$ from an observed time-series $\{x(t)\}_t$. In `smd/01-random_walk.ipynb` we recover $p$ by just employing gradient descent to minimize the L2 distance between the simulated and the observed time-series. A Bayesian approach using generalized variational inference (GVI) is shown in `variational_inference/01-random_walk.ipynb`. In this case we consider the candidate family to approximate the generalised posterior as a family of normal distributions where we vary the mean $\mu$ and standard deviation $\sigma$.
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