activity
20172023
most citedCompiling Universal Probabilistic Programming Languages with Efficient Parallel Sequential Monte Carlo Inference

13 citations · 24 across the 5 of their papers we have counts for

collaborators

5 papers

cs.PL2023★ 2 cited

Suspension Analysis and Selective Continuation-Passing Style for Universal Probabilistic Programming Languages

Daniel Lundén, Lars Hummelgren, Jan Kudlicka +2

Universal probabilistic programming languages (PPLs) make it relatively easy to encode and automatically solve statistical inference problems. To solve inference problems, PPL impl…

cs.PL2021★ 13 cited

Compiling Universal Probabilistic Programming Languages with Efficient Parallel Sequential Monte Carlo Inference

Daniel Lundén, Joey Öhman, Jan Kudlicka +3

Probabilistic programming languages (PPLs) allow users to encode arbitrary inference problems, and PPL implementations provide general-purpose automatic inference for these problem…

stat.CO2019

Particle filter with rejection control and unbiased estimator of the marginal likelihood

Jan Kudlicka, Lawrence M. Murray, Thomas B. Schön +1

We consider the combined use of resampling and partial rejection control in sequential Monte Carlo methods, also known as particle filters. While the variance reducing properties o…

stat.CO2019★ 2 cited

Probabilistic programming for birth-death models of evolution using an alive particle filter with delayed sampling

Jan Kudlicka, Lawrence M. Murray, Fredrik Ronquist +1

We consider probabilistic programming for birth-death models of evolution and introduce a new widely-applicable inference method that combines an extension of the alive particle fi…

stat.ML2017★ 7 cited

Delayed Sampling and Automatic Rao-Blackwellization of Probabilistic Programs

Lawrence M. Murray, Daniel Lundén, Jan Kudlicka +2

We introduce a dynamic mechanism for the solution of analytically-tractable substructure in probabilistic programs, using conjugate priors and affine transformations to reduce vari…