In recent years, we have witnessed immense advances in deep learning, which is often associated with the developments in hardware technologies. Additional to it, one can not deny the impact of deep learning libraries on the boost of deep learning reasearch and developments. They allow researchers and developers to implement and test novel ideas quickly. Probabilistic programming and Bayesian inference is passing through the similar path nowadays. Probabilistic programming libraries are ubiquitous thanks to several novel techniques in Bayesian inference mostly based on automatic differentiation. Black Box Variational Inference (BBVI) by Ranganath et al (https://arxiv.org/pdf/1401.0118.pdf) is among them and you can find my notes on the topic together with some toy examples here.