Turing: a language for flexible probabilistic inference

H Ge, K Xu, Z Ghahramani - International conference on …, 2018 - proceedings.mlr.press
Probabilistic programming promises to simplify and democratize probabilistic machine
learning, but successful probabilistic programming systems require flexible, generic and …

Deep probabilistic programming

D Tran, MD Hoffman, RA Saurous, E Brevdo… - arXiv preprint arXiv …, 2017 - arxiv.org
We propose Edward, a Turing-complete probabilistic programming language. Edward
defines two compositional representations---random variables and inference. By treating …

Denotational validation of higher-order Bayesian inference

A Ścibior, O Kammar, M Vákár, S Staton… - Proceedings of the …, 2017 - dl.acm.org
We present a modular semantic account of Bayesian inference algorithms for probabilistic
programming languages, as used in data science and machine learning. Sophisticated …

Automating inference, learning, and design using probabilistic programming

T Rainforth - 2017 - ora.ox.ac.uk
Imagine a world where computational simulations can be inverted as easily as running them
forwards, where data can be used to refine models automatically, and where the only …

Recursive Monte Carlo and variational inference with auxiliary variables

AK Lew, M Cusumano-Towner… - Uncertainty in …, 2022 - proceedings.mlr.press
A key design constraint when implementing Monte Carlo and variational inference
algorithms is that it must be possible to cheaply and exactly evaluate the marginal densities …

Functional programming for modular Bayesian inference

A Ścibior, O Kammar, Z Ghahramani - Proceedings of the ACM on …, 2018 - dl.acm.org
We present an architectural design of a library for Bayesian modelling and inference in
modern functional programming languages. The novel aspect of our approach are modular …

Automatic reparameterisation of probabilistic programs

M Gorinova, D Moore… - … Conference on Machine …, 2020 - proceedings.mlr.press
Probabilistic programming has emerged as a powerful paradigm in statistics, applied
science, and machine learning: by decoupling modelling from inference, it promises to allow …

Probabilistic programming with stochastic probabilities

AK Lew, M Ghavamizadeh, MC Rinard… - Proceedings of the …, 2023 - dl.acm.org
We present a new approach to the design and implementation of probabilistic programming
languages (PPLs), based on the idea of stochastically estimating the probability density …

Beyond Bayesian Model Averaging over Paths in Probabilistic Programs with Stochastic Support

T Reichelt, L Ong, T Rainforth - International Conference on …, 2024 - proceedings.mlr.press
The posterior in probabilistic programs with stochastic support decomposes as a weighted
sum of the local posterior distributions associated with each possible program path. We …

Bayesian optimization for probabilistic programs

T Rainforth, TA Le, JW van de Meent… - Advances in …, 2016 - proceedings.neurips.cc
We present the first general purpose framework for marginal maximum a posteriori
estimation of probabilistic program variables. By using a series of code transformations, the …