Inference Compilation and Universal Probabilistic Programming

@inproceedings{Le2017InferenceCA,
  title={Inference Compilation and Universal Probabilistic Programming},
  author={Tuan Anh Le and Atilim Gunes Baydin and Frank D. Wood},
  booktitle={AISTATS},
  year={2017}
}
We introduce a method for using deep neural networks to amortize the cost of inference in models from the family induced by universal probabilistic programming languages, establishing a framework that combines the strengths of probabilistic programming and deep learning methods. We call what we do “compilation of inference” because our method transforms a denotational specification of an inference problem in the form of a probabilistic program written in a universal programming language into a… CONTINUE READING
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