Out-of-core minibatch ADVI on a financial tick stream - #892

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YichengYang-Ethan wants to merge 43 commits into

pymc-devs:mainfrom

YichengYang-Ethan:streaming-tick-data

Commits on Jun 5, 2026

Add out-of-core StreamingDataset variational inference example
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ef86f63

Commits on Jun 10, 2026

Trim code comments and prose emphasis
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9d49f19
Use the bibliography directive and standard watermark section
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2e79e44
Drop the redundant ADVI tag
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52d15cd

Commits on Jun 11, 2026

Commits on Jun 12, 2026

Commits on Jun 13, 2026

Commits on Jul 31, 2026

Draft: streaming variational inference on high-frequency tick data
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b75ee95

Commits on Aug 1, 2026

Commits on Aug 11, 2026

Update to the merged DataLoader contract and re-execute

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1c326f9

Commits on Aug 14, 2026

Cut to the bare minimum that can merge

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3fd5f5b
Add the three missing reference entries the notebook cites

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3debe09
Deduplicate references.bib: a repeated entry truncated bibliography parsing

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63a3dea
Merge remote-tracking branch 'upstream/main' into streaming-tick-data
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6ca024f
Restore hoffman2013stochastic, dropped by the references rebuild in #883

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9589f88

Commits on Aug 16, 2026

Remove the stale June draft notebook carried by branch history

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7f294c3
Rebuild the notebook around what it can actually show

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8d07a50
Credit Page (1954) where the notebook describes his statistic

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3f43203
Give the two linkless references in this notebook a resolvable target

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f78eac2

Commits on Aug 17, 2026

Fix the recorded objective, the batch geometry, and the provenance

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97ffbfd
Give readers the install line the stored outputs were built with

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42be54f
Surface the extra-dependency install line, and print the z-scores

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1843748
Average the iterate over a pass before reading anything off the fit

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eaa7a81
The ridge rows are a fit still moving, not an arbitrary split

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0e3dba8

Commits on Aug 18, 2026

Retrigger CI: the pre-commit runner failed downloading actions/setup-node (429)
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299abb2
Judge each refit in its own width, vary the replay order, and stop

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d70d11a
Final pass: prose register, two figures, page mechanics

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3bfc8e1
Conform to the gallery style guide and the variational_inference siblings

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8c9e2b1