Related papers: Slice Sampling for Probabilistic Programming
In these lecture notes, a selection of frequently required statistical tools will be introduced and illustrated. They allow to post-process data that stem from, e.g., large-scale numerical simulations (aka sequence of random experiments).…
We discuss the computational complexity of solving linear programming problems by means of an analog computer. The latter is modeled by a dynamical system which converges to the optimal vertex solution. We analyze various probability…
Diffusion models are a remarkably effective way of learning and sampling from a distribution $p(x)$. In posterior sampling, one is also given a measurement model $p(y \mid x)$ and a measurement $y$, and would like to sample from $p(x \mid…
BayesPy is an open-source Python software package for performing variational Bayesian inference. It is based on the variational message passing framework and supports conjugate exponential family models. By removing the tedious task of…
Stochastic algorithms are efficient approaches to solving machine learning and optimization problems. In this paper, we propose a general framework called Splash for parallelizing stochastic algorithms on multi-node distributed systems.…
We propose a new exact approach for solving integer linear programming (ILP) problems which we will call projective splitting algorithms (PSAs). Unlike classical methods for solving ILP problems, PSAs conduct the search for the optimal…
Distributions on integers are ubiquitous in probabilistic modeling but remain challenging for many of today's probabilistic programming languages (PPLs). The core challenge comes from discrete structure: many of today's PPL inference…
Liesel is a new probabilistic programming framework developed with the aim of supporting research on Bayesian inference based on Markov chain Monte Carlo (MCMC) simulations in general and semi-parametric regression specifications in…
Probabilistic programs encode stochastic models as ordinary-looking programs with primitives for sampling numbers from predefined distributions and conditioning. Their applications include, among many others, machine learning and modeling…
In this paper, we explore statistical versus computational trade-off to address a basic question in the application of a distributed algorithm: what is the minimal computational cost in obtaining statistical optimality? In smoothing spline…
IntLevPy provides a comprehensive description of the IntLevPy Package, a Python library designed for simulating and analyzing intermittent and L\'evy processes. The package includes functionalities for process simulation, including full…
Stan is a probabilistic programming language that is popular in the statistics community, with a high-level syntax for expressing probabilistic models. Stan differs by nature from generative probabilistic programming languages like Church,…
Probabilistic programming is a powerful abstraction for statistical machine learning. Applying static analysis methods to probabilistic programs could serve to optimize the learning process, automatically verify properties of models, and…
The recent focus on the efficiency of deep neural networks (DNNs) has led to significant work on model compression approaches, of which weight pruning is one of the most popular. At the same time, there is rapidly-growing computational…
Inference in continuous label Markov random fields is a challenging task. We use particle belief propagation (PBP) for solving the inference problem in continuous label space. Sampling particles from the belief distribution is typically…
Probabilistic inference procedures are usually coded painstakingly from scratch, for each target model and each inference algorithm. We reduce this effort by generating inference procedures from models automatically. We make this code…
We introduce neural particle smoothing, a sequential Monte Carlo method for sampling annotations of an input string from a given probability model. In contrast to conventional particle filtering algorithms, we train a proposal distribution…
Sampling is a basic operation in many inference-time algorithms of large language models (LLMs). To scale up inference efficiently with a limited compute, it is crucial to find an optimal allocation for sample compute budgets: Which…
We propose a novel method for automatic program synthesis. P-Tree Programming represents the program search space through a single probabilistic prototype tree. From this prototype tree we form program instances which we evaluate on a given…
Approximate inference in dynamic systems is the problem of estimating the state of the system given a sequence of actions and partial observations. High precision estimation is fundamental in many applications like diagnosis, natural…