Probabilistic matrix factorization/PCA example/tutorial about probability

[kouariga]

I'm working on it here.

[davmre]

FWI, @mgorinova is also working internally on a PPCA implementation with VI. Having both HMC and VI examples sounds great; once they're checked in it'd be nice to look at combining them since I'm sure there will be a fair amount of shared code.

[kouariga]

Thank you for letting me know @davmre. HMC example is done in my PR, so I'll wait to hear from @mgorinova.

[mgorinova]

Hi @kouariga! Just pushed the PPCA with VI tutorial here. When you check in your HMC version too, I can look into combining the two.

[kouariga]

Hi @mgorinova , thank you for the response :) What do you mean by checking in? I made a PR of a notebook that shows the PPCA/HMC example here. Is there something else that I can do?