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Anatomy of a Probabilistic Programming Framework

Hello! I’m George (a.k.a. eigenfoo) | George Ho · published 30 September 2019

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1blogs citing
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12 Jan 2022
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12 Jan 2022
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mrandri19.github.io
A probabilistic programming language in 70 lines of Python Read at the source ↗
12 Jan 2022

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Modern Computational Methods for Bayesian Inference — A Reading List Read at the source ↗
georgeho.org
https://mc-stan.org/docs/2_20/reference-manual/blocks-chapter.html
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https://greta-stats.org/
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https://turing.ml/dev/
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https://www.gen.dev/
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https://github.com/p2t2/figaro
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https://github.com/stripe/rainier
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http://probcomp.csail.mit.edu/software/venture/
probcomp.csail.mit.edu
https://probprog.github.io/anglican/index.html
probprog.github.io
https://ericmjl.github.io/blog/2019/5/29/reasoning-about-shapes-and-probability-distributions/
ericmjl.github.io
https://arxiv.org/abs/1711.10604
arxiv.org
https://docs.google.com/presentation/d/1xgNRJDwkWjTHOYMj5aGefwWiV8x-Tz55GfkBksZsN3g/edit?usp=sharing
docs.google.com
https://en.wikipedia.org/wiki/Broyden%E2%80%93Fletcher%E2%80%93Goldfarb%E2%80%93Shanno_algorithm
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https://en.wikipedia.org/wiki/Limited-memory_BFGS
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http://docs.pyro.ai/en/stable/optimization.html
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https://colindcarroll.com/2019/08/18/very-parallel-mcmc-sampling/
colindcarroll.com
https://arviz-devs.github.io/arviz/api.html
arviz-devs.github.io
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github.com
https://github.com/stan-dev/math/tree/develop/stan/math/prim
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https://github.com/stan-dev/stan/tree/develop/src/stan/analyze/mcmc
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https://twitter.com/dan_p_simpson
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https://colcarroll.github.io/ppl-api/
colcarroll.github.io
https://github.com/tensorflow/probability/tree/master/tensorflow_probability/python/distributions
github.com
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https://github.com/tensorflow/probability/tree/master/tensorflow_probability/python/experimental/edward2
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https://github.com/tensorflow/probability/blob/master/tensorflow_probability/python/experimental/edward2/Upgrading_From_Edward_To_Edward2.md
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https://github.com/pymc-devs/pymc3/tree/master/pymc3/distributions
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https://github.com/pymc-devs/pymc3/blob/master/pymc3/distributions/transforms.py
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https://github.com/pymc-devs/pymc3/tree/master/pymc3/step_methods
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https://github.com/pymc-devs/pymc3/tree/master/pymc3/variational
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https://github.com/pymc-devs/pymc3/blob/master/pymc3/tuning/starting.py
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https://github.com/pymc-devs/pymc3/blob/master/pymc3/plots/__init__.py
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https://arviz-devs.github.io/arviz/
arviz-devs.github.io
https://arxiv.org/abs/1811.06150
arxiv.org
https://docs.pymc.io/developer_guide.html
docs.pymc.io
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https://github.com/pymc-devs/pymc4/tree/master/pymc4/inference/
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https://twitter.com/avibryant/status/1150827954319982592
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https://about.me/avibryant
about.me
https://github.com/pyro-ppl/pyro/blob/dev/pyro/distributions/__init__.py
github.com
https://github.com/pyro-ppl/pyro/tree/dev/pyro/distributions
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https://github.com/pyro-ppl/pyro/tree/dev/pyro/infer/mcmc
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https://github.com/pyro-ppl/pyro/blob/master/pyro/optim/optim.py
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https://www.zotero.org/eigenfoo/items/collectionKey/AE8882GQ
zotero.org
http://www.robots.ox.ac.uk/~twgr/assets/pdf/rainforth2017thesis.pdf
robots.ox.ac.uk
https://github.com/cscherrer/Soss.jl
github.com
https://github.com/thu-ml/zhusuan
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https://en.wikipedia.org/wiki/Local_diffeomorphism
en.wikipedia.org