Work

Stochastic Probabilistic Programs

Year: 2020
Type: preprint
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.
Language: English
Open Access status: green
OpenAlex ID: W3000581817
Cites: 8
Cited by:
Related to: 10