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Composing inference algorithms as program transformations
Proceedings of the 33rd Conference on Uncertainty in Artificial Intelligence, PMLR R15:191-200, 2017.
Abstract
Probabilistic inference procedures are usually coded painstakingly from scratch, for each tar- get model and each inference algorithm. We reduce this effort by generating inference pro- cedures from models automatically. We make this code generation modular by decomposing inference algorithms into reusable program-to- program transformations. These transforma- tions perform exact inference as well as gener- ate probabilistic programs that compute expec- tations, densities, and MCMC samples. The resulting inference procedures are about as ac- curate and fast as other probabilistic program- ming systems on real-world problems.