113 citations · 491 across the 32 of their papers we have counts for
4 papers · 1 filter
Differentiable Algorithm for Marginalising Changepoints
Hyoungjin Lim, Gwonsoo Che, Wonyeol Lee +1
We present an algorithm for marginalising changepoints in time-series models that assume a fixed number of unknown changepoints. Our algorithm is differentiable with respect to its…
Divide, Conquer, and Combine: a New Inference Strategy for Probabilistic Programs with Stochastic Support
Yuan Zhou, Hongseok Yang, Yee Whye Teh +1
Universal probabilistic programming systems (PPSs) provide a powerful framework for specifying rich probabilistic models. They further attempt to automate the process of drawing in…
Towards Verified Stochastic Variational Inference for Probabilistic Programs
Wonyeol Lee, Hangyeol Yu, Xavier Rival +1
Probabilistic programming is the idea of writing models from statistics and machine learning using program notations and reasoning about these models using generic inference engine…
LF-PPL: A Low-Level First Order Probabilistic Programming Language for Non-Differentiable Models
Yuan Zhou, Bradley J. Gram-Hansen, Tobias Kohn +3
We develop a new Low-level, First-order Probabilistic Programming Language (LF-PPL) suited for models containing a mix of continuous, discrete, and/or piecewise-continuous variable…