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

Abstract:

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 the density function is discontinuous with respect to, while further providing runtime checks for boundary crossings. This enables the introduction of new inference engines that are able to exploi...

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Publication status:
Published
Peer review status:
Reviewed (other)

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Division:
MPLS
Department:
Statistics
Oxford college:
Christ Church
Role:
Author
Publisher:
ML Research Press
Journal:
Proceedings of Machine Learning Research More from this journal
Volume:
89
Pages:
148-157
Publication date:
2019-04-16
Event title:
22nd International Conference on Artificial Intelligence and Statistics
Event location:
Naha, Okinawa, Japan
Event website:
http://proceedings.mlr.press/v89/
Event start date:
2019-04-16
Event end date:
2019-04-18
ISSN:
2640-3498
Language:
English
Keywords:
Subtype:
Presentation
Pubs id:
1091046
Local pid:
pubs:1091046
Deposit date:
2020-09-03

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