Turing: a language for flexible probabilistic inference
Probabilistic programming promises to simplify and democratize probabilistic machine
learning, but successful probabilistic programming systems require flexible, generic and …
learning, but successful probabilistic programming systems require flexible, generic and …
Deep probabilistic programming
We propose Edward, a Turing-complete probabilistic programming language. Edward
defines two compositional representations---random variables and inference. By treating …
defines two compositional representations---random variables and inference. By treating …
Denotational validation of higher-order Bayesian inference
We present a modular semantic account of Bayesian inference algorithms for probabilistic
programming languages, as used in data science and machine learning. Sophisticated …
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 …
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 …
algorithms is that it must be possible to cheaply and exactly evaluate the marginal densities …
Functional programming for modular Bayesian inference
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 …
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 …
science, and machine learning: by decoupling modelling from inference, it promises to allow …
Probabilistic programming with stochastic probabilities
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 …
languages (PPLs), based on the idea of stochastically estimating the probability density …
Beyond Bayesian Model Averaging over Paths in Probabilistic Programs with Stochastic Support
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 …
sum of the local posterior distributions associated with each possible program path. We …
Bayesian optimization for probabilistic programs
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 …
estimation of probabilistic program variables. By using a series of code transformations, the …