The Turing language for probabilistic programming

Page 1. The Turing language for probabilistic programming Hong Ge, Kai Xu Oct 2018 The first international conference on probabilistic programming 1: Department of Engineering, University of Cambridge 2: School of Informatics, University of Edinburgh 1 2 Page 2. 2 Talk plan Prob-Prog Model Predictions Data Test Data Page 3. 3 • Probabilistic programs: computer programs represent probabilistic models with probabilistic statements: • Declaring random variables • Conditioning on observed data • Universal probabilistic programming • Stochastic control flows • Allows representing arbitrary probabilistic models • Generic inference engines: HMC, SMC, particle Gibbs, EP • Two approaches to implement a PPL • Standalone: Stan, BUGS, Venture, etc • Embedded: Anglican, infer.NET, PyMC3, Pyro, Edward, Turing, etc Probabilistic programming languages Page 4. 4 Talk plan Compiler Inference Engines Learned Model …