Stochastic Probabilistic Programs

David Tolpin, Tomer Dobkin

Research output: Working paper/PreprintPreprint

Abstract

We introduce the notion of a stochastic probabilistic program and present a reference implementation of a probabilistic programming facility supporting specification of stochastic probabilistic programs and inference in them. Stochastic probabilistic programs allow straightforward specification and efficient inference in models with nuisance parameters, noise, and nondeterminism. We give several examples of stochastic probabilistic programs, and compare the programs with corresponding deterministic probabilistic programs in terms of model specification and inference. We conclude with discussion of open research topics and related work.
Original languageEnglish
StatePublished - 2020

Fingerprint

Dive into the research topics of 'Stochastic Probabilistic Programs'. Together they form a unique fingerprint.

Cite this