Statically bounded-memory delayed sampling for probabilistic streams

@article{Atkinson2021StaticallyBD,
  title={Statically bounded-memory delayed sampling for probabilistic streams},
  author={Eric Hamilton Atkinson and Guillaume Baudart and Louis Mandel and Charles Yuan and Michael Carbin},
  journal={Proceedings of the ACM on Programming Languages},
  year={2021},
  volume={5},
  pages={1 - 28}
}
Probabilistic programming languages aid developers performing Bayesian inference. These languages provide programming constructs and tools for probabilistic modeling and automated inference. Prior work introduced a probabilistic programming language, ProbZelus, to extend probabilistic programming functionality to unbounded streams of data. This work demonstrated that the delayed sampling inference algorithm could be extended to work in a streaming context. ProbZelus showed that while delayed… 

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