LF-PPL: A Low-Level First Order Probabilistic Programming Language for Non-Differentiable Models

Yuan Zhou, Bradley J. Gram-Hansen, Tobias Kohn, Tom Rainforth, Hongseok Yang, Frank Wood

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 succes...