I am new to Edward and have a basic question that I cannot find an answer for: Is there a way in Edward to obtain the posterior distribution of X that produce a certain output y from y = f(X)?
I can easily predict y = f(X) after training [similar to the regression tutorial], but I want it the other way around. I want to fix y = y0 and obtain the posterior distributions of X that will produce y0. Please note that f() in my example is complex and an inverse of f() cannot be easily computed.
In OpenBUGS, I can easily do this by adding an observation to the end of the training data: the values for X in this observation will be NA (missing), but the value of the y will be observable (y0). By monitoring the X for this last observation, BUGS outputs the posterior distribution for X given y = y0. Is there a way to do this in Edward?
Thanks in advance for your help!