Stochastic probabilistic programs

01/08/2020

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by   David Tolpin, et al.

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We introduce the notion of a stochastic probabilistic program and present a reference implementation of a probabilistic programming facility supporting specification of stochastic probabilistic programs and inference in them. Stochastic probabilistic programs allow straightforward specification and efficient inference in models with nuisance parameters, noise, and nondeterminism. We give several examples of stochastic probabilistic programs, and compare the programs with corresponding deterministic probabilistic programs in terms of model specification and inference. We conclude with discussion of open research topics and related work.