Delayed sampling and automatic Rao-Blackwellization of probabilistic programs
We introduce a dynamic mechanism for the solution of analytically-tractable substructure in
probabilistic programs, using conjugate priors and affine transformations to reduce variance …
probabilistic programs, using conjugate priors and affine transformations to reduce variance …
[PDF][PDF] Sampling and inference for discrete random probability measures in probabilistic programs
We consider the problem of sampling a sequence from a discrete random probability
measure (RPM) with countable support, under (probabilistic) constraints of finite memory …
measure (RPM) with countable support, under (probabilistic) constraints of finite memory …