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In recent years dynamical systems (of deterministic and stochastic nature), describing many models in mathematics, physics, engineering and finances, become more and more complex. Numerical analysis narrowed only to deterministic algorithms…

Numerical Analysis · Mathematics 2024-02-13 Paweł Przybyłowicz

We present probabilistic neural programs, a framework for program induction that permits flexible specification of both a computational model and inference algorithm while simultaneously enabling the use of deep neural networks.…

Neural and Evolutionary Computing · Computer Science 2016-12-05 Kenton W. Murray , Jayant Krishnamurthy

Probabilistic programming methods have revolutionised Bayesian inference, making it easier than ever for practitioners to perform Markov-chain-Monte-Carlo sampling from non-conjugate posterior distributions. Here we focus on Stan, arguably…

Computation · Statistics 2025-02-10 Clemens Pichler , Jack Jewson , Alejandra Avalos-Pacheco

Probabilistic programs with mixed support (both continuous and discrete latent random variables) commonly appear in many probabilistic programming systems (PPSs). However, the existence of the discrete random variables prohibits many basic…

Machine Learning · Computer Science 2020-03-06 David Tolpin , Yuan Zhou , Hongseok Yang

We introduce the notion of a stochastic probabilistic program and present a reference implementation of a probabilistic programming facility supporting specification of stochastic probabilistic programs and inference in them. Stochastic…

Machine Learning · Statistics 2020-01-23 David Tolpin , Tomer Dobkin

Many practical techniques for probabilistic inference require a sequence of distributions that interpolate between a tractable distribution and an intractable distribution of interest. Usually, the sequences used are simple, e.g., based on…

Artificial Intelligence · Computer Science 2015-09-11 Andreas Stuhlmüller , Robert X. D. Hawkins , N. Siddharth , Noah D. Goodman

Gaussian Processes (GPs) are widely used tools in statistics, machine learning, robotics, computer vision, and scientific computation. However, despite their popularity, they can be difficult to apply; all but the simplest classification or…

Machine Learning · Computer Science 2016-01-06 Ulrich Schaechtle , Ben Zinberg , Alexey Radul , Kostas Stathis , Vikash K. Mansinghka

Probabilistic programming has emerged as a powerful paradigm in statistics, applied science, and machine learning: by decoupling modelling from inference, it promises to allow modellers to directly reason about the processes generating…

Machine Learning · Statistics 2019-06-10 Maria I. Gorinova , Dave Moore , Matthew D. Hoffman

We present the first general purpose framework for marginal maximum a posteriori estimation of probabilistic program variables. By using a series of code transformations, the evidence of any probabilistic program, and therefore of any…

Machine Learning · Statistics 2017-07-17 Tom Rainforth , Tuan Anh Le , Jan-Willem van de Meent , Michael A. Osborne , Frank Wood

Quality by design in pharmaceutical manufacturing hinges on computational methods and tools that are capable of accurate quantitative prediction of the design space. This paper investigates Bayesian approaches to design space…

Variational inference approximates the posterior distribution of a probabilistic model with a parameterized density by maximizing a lower bound for the model evidence. Modern solutions fit a flexible approximation with stochastic gradient…

Machine Learning · Statistics 2017-07-13 Joseph Sakaya , Arto Klami

Probabilistic programming has become a standard practice to model stochastic events and learn about the behavior of nature in different scientific contexts, ranging from Genetics and Ecology to Linguistics and Psychology. However, domain…

Programming Languages · Computer Science 2025-07-10 Guilherme Espada , Alcides Fonseca

The field of statistical relational learning aims at unifying logic and probability to reason and learn from data. Perhaps the most successful paradigm in the field is probabilistic logic programming: the enabling of stochastic primitives…

Machine Learning · Computer Science 2018-09-20 Stefanie Speichert , Vaishak Belle

Probabilistic programming is an approach to reasoning under uncertainty by encoding inference problems as programs. In order to solve these inference problems, probabilistic programming languages (PPLs) employ different inference…

Programming Languages · Computer Science 2023-05-04 Daniel Lundén , Johannes Borgström , David Broman

We present new techniques for automatically constructing probabilistic programs for data analysis, interpretation, and prediction. These techniques work with probabilistic domain-specific data modeling languages that capture key properties…

Programming Languages · Computer Science 2019-07-16 Feras A. Saad , Marco F. Cusumano-Towner , Ulrich Schaechtle , Martin C. Rinard , Vikash K. Mansinghka

Probabilistic program analysis aims to quantify the probability that a given program satisfies a required property. It has many potential applications, from program understanding and debugging to computing program reliability, compiler…

Programming Languages · Computer Science 2017-09-08 Aleksandar S. Dimovski

Many machine learning applications require operating on a spatially distributed dataset. Despite technological advances, privacy considerations and communication constraints may prevent gathering the entire dataset in a central unit. In…

Machine Learning · Statistics 2024-01-30 Alexandros E. Tzikas , Licio Romao , Mert Pilanci , Alessandro Abate , Mykel J. Kochenderfer

Dependency parsing research, which has made significant gains in recent years, typically focuses on improving the accuracy of single-tree predictions. However, ambiguity is inherent to natural language syntax, and communicating such…

Computation and Language · Computer Science 2018-04-18 Katherine A. Keith , Su Lin Blodgett , Brendan O'Connor

Bayesian model selection provides a powerful framework for objectively comparing models directly from observed data, without reference to ground truth data. However, Bayesian model selection requires the computation of the marginal…

Methodology · Statistics 2024-01-17 Xiaohao Cai , Jason D. McEwen , Marcelo Pereyra

We consider the problem of inferring a latent function in a probabilistic model of data. When dependencies of the latent function are specified by a Gaussian process and the data likelihood is complex, efficient computation often involve…

Machine Learning · Statistics 2018-07-23 Martin Tegner , Benjamin Bloem-Reddy , Stephen Roberts