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Deep Probabilistic Programming

Published in arXiv (Cornell University) • Jan 13, 2017
NobleIDNI5P21W41R24S77
Authors:
Dustin Tran
,
Matthew D. Hoffman
,
Rif A. Saurous

Abstract

We propose Edward, a Turing-complete probabilistic programming language. Edward defines two compositional representations---random variables and inference. By treating inference as a first class citizen, on a par with modeling, we show that probabilistic programming can be as flexible and computatio...

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