Modular construction of Bayesian inference algorithms

نویسندگان

  • Adam Ścibior
  • Zoubin Ghahramani
چکیده

We propose a set of abstractions to modularize implementation of Bayesian inference algorithms. We provide a proof-of-concept implementation as a Haskell library and demonstrate on several examples how it simplifies implementation of Monte Carlo algorithms. Our technique is based on a method for modular construction of interpreters using monad transformers and is applicable generically to probabilistic programming.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

An Introduction to Inference and Learning in Bayesian Networks

Bayesian networks (BNs) are modern tools for modeling phenomena in dynamic and static systems and are used in different subjects such as disease diagnosis, weather forecasting, decision making and clustering. A BN is a graphical-probabilistic model which represents causal relations among random variables and consists of a directed acyclic graph and a set of conditional probabilities. Structure...

متن کامل

Bayesian nonparametric hidden semi-Markov models

There is much interest in the Hierarchical Dirichlet Process Hidden Markov Model (HDPHMM) as a natural Bayesian nonparametric extension of the ubiquitous Hidden Markov Model for learning from sequential and time-series data. However, in many settings the HDP-HMM’s strict Markovian constraints are undesirable, particularly if we wish to learn or encode non-geometric state durations. We can exten...

متن کامل

Simulation of Pore Water Pressure in the Body of Earthen Dams during Construction Using Combining Meta-Heuristic Algorithms and ANFIS

Accurate prediction of pore water pressure in the body of earth dams during construction with accurate methods is one of the most important components in managing the stability of earth dams. The main objective of this research is to develop hybrid models based on fuzzy neural inference systems and meta-heuristic optimization algorithms. In this regard, the fuzzy neural inference system and opt...

متن کامل

Quantum Computer as a Probabilistic Inference Engine

We propose a new class of quantum computing algorithms which generalize many standard ones. The goal of our algorithms is to estimate probability distributions. Such estimates are useful in, for example, applications of Decision Theory and Artificial Intelligence, where inferences are made based on uncertain knowledge. The class of algorithms that we propose is based on a construction method th...

متن کامل

Construction cost estimation of spherical storage tanks: artificial neural networks and hybrid regression—GA algorithms

One of the most important processes in the early stages of construction projects is to estimate the cost involved. This process involves a wide range of uncertainties, which make it a challenging task. Because of unknown issues, using the experience of the experts or looking for similar cases are the conventional methods to deal with cost estimation. The current study presents data-driven metho...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2016