Slice Sampling for Probabilistic Programming

Autor:	Ranca, Razvan, Ghahramani, Zoubin
Rok vydání:	2015
Předmět:	Computer Science - Artificial Intelligence Computer Science - Programming Languages
Druh dokumentu:	Working Paper
Popis:	We introduce the first, general purpose, slice sampling inference engine for probabilistic programs. This engine is released as part of StocPy, a new Turing-Complete probabilistic programming language, available as a Python library. We present a transdimensional generalisation of slice sampling which is necessary for the inference engine to work on traces with different numbers of random variables. We show that StocPy compares favourably to other PPLs in terms of flexibility and usability, and that slice sampling can outperform previously introduced inference methods. Our experiments include a logistic regression, HMM, and Bayesian Neural Net. Comment: 11 pages
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/1501.04684 Zobrazit plný text záznamu View this record from Arxiv