Abstract

Probabilistic programs while, allowing many models to be easily expressed are notorious difficult to write inference algorithms for them. Worse still, it is difficult to extend existing a Probabilistic Programming System with a new inference algorithm. In this talk, I will show inference algorithms can be expressed as program transformations from probabilistic programs to probabilistic programs. This enables defining inference procedures in a more modular and simpler way. The resulting programs, after these transformations, have a running time comparable to that of a hand-written inference procedure.