Corpus ID: 52910756

Extending Stan for Deep Probabilistic Programming

@article{Burroni2018ExtendingSF,
  title={Extending Stan for Deep Probabilistic Programming},
  author={Javier Burroni and Guillaume Baudart and Louis Mandel and Martin Hirzel and Avraham Shinnar},
  journal={ArXiv},
  year={2018},
  volume={abs/1810.00873}
}
Deep probabilistic programming combines deep neural networks (for automatic hierarchical representation learning) with probabilistic models (for principled handling of uncertainty). Unfortunately, it is difficult to write deep probabilistic models, because existing programming frameworks lack concise, high-level, and clean ways to express them. To ease this task, we extend Stan, a popular high-level probabilistic programming language, to use deep neural networks written in PyTorch. Training… Expand
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