Hi @yinhao,
thank you very much - I haven’t seen this library before, it looks very up to date and useful.
If you are working with Gaussian Processes, another very useful library is GPflow,

  
      
      GitHub
  
  
    

GPflow/GPflow 65

Gaussian processes in TensorFlow. Contribute to GPflow/GPflow development by creating an account on GitHub.


  
  
    
    
  
  


So it seems that there are now three variational inference libraries built upon Tensorflow by three different research groups, (Blei Lab, Tsinghua Machine Learning Group, and various contributors to GPflow)?
I guess it’s now only a matter of time before something is available in PyTorch 
Kind regard,
Ajay