Hello. I am the author of the post. The goal of this was to provide a pedagogical example of applying Bayesian hierarchical modeling principles to real world datasets. These datasets often contain inherent structure that is important to explicitly model (eg clinical trials across multiple hospitals). Oftentimes a single model cannot capture this over-dispersion but there is not enough data to split out the results (nor should you).

The idea behind hypernetworks is that they enable Gelman-style partial pooling to explicitly modeling the data generation process while leveraging the flexibility of neural network tooling. I’m curious to read more about your recommendations: their connection to the described problems is not immediately obvious to me but I would be curious to dig a bit deeper.

I agree that hypernetworks have some challenges associated with them due to the fragility of maximum likelihood estimates. In the follow-up post, I dug into how explicit Bayesian sampling addresses these issues.

I think a latent embedding is almost equivalent to the article's hypernetwork, which I assume as y = (Wh + c)v + b, where h is a dataset-specific trainable vector. (The article uses multiple layers ...)