Applications of a disintegration transformation

Praveen Narayanan, Chung-chieh Shan

Keywords: disintegration, probabilistic programming, density, MCMC

TL;DR: Conditioning, density, and MCMC sampling via disintegration

Abstract: We describe examples of applying a disintegration transformation on probabilistic programs to obtain posterior distributions, calculate symbolic representations of densities, and generate Markov Chain Monte Carlo (MCMC) samplers.