Applications of a disintegration transformationDownload PDF

22 Sept 2019, 06:35 (modified: 05 Jul 2022, 19:26)Program Transformations @NeurIPS2019 OralReaders: Everyone
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.
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