LF-PPL: A low-level first order probabilistic programming language for non-differentiable models

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 variables. The key success of this language and its compilation scheme is in its ability to automatically distinguish parameters...

Full description

Bibliographic Details
Main Authors: Zhou, Y, Gram-Hansen, BJ, Kohn, T, Rainforth, T, Hongseok Yang, Wood, F
Format: Conference item
Language:English
Published: ML Research Press 2019