no code implementations • 21 Oct 2022 • Andreas Munk, Alexander Mead, Frank Wood
We consider the problem of performing Bayesian inference in probabilistic models where observations are accompanied by uncertainty, referred to as "uncertain evidence."
no code implementations • 3 Oct 2020 • Andreas Munk, William Harvey, Frank Wood
Some of the most popular methods for improving the stability and performance of GANs involve constraining or regularizing the discriminator.
no code implementations • 25 Oct 2019 • William Harvey, Andreas Munk, Atılım Güneş Baydin, Alexander Bergholm, Frank Wood
We present a new approach to automatic amortized inference in universal probabilistic programs which improves performance compared to current methods.
no code implementations • 25 Oct 2019 • Andreas Munk, Berend Zwartsenberg, Adam Ścibior, Atılım Güneş Baydin, Andrew Stewart, Goran Fernlund, Anoush Poursartip, Frank Wood
Our surrogates target stochastic simulators where the number of random variables itself can be stochastic and potentially unbounded.
1 code implementation • 20 Oct 2019 • Saeid Naderiparizi, Adam Ścibior, Andreas Munk, Mehrdad Ghadiri, Atılım Güneş Baydin, Bradley Gram-Hansen, Christian Schroeder de Witt, Robert Zinkov, Philip H. S. Torr, Tom Rainforth, Yee Whye Teh, Frank Wood
Naive approaches to amortized inference in probabilistic programs with unbounded loops can produce estimators with infinite variance.
no code implementations • pproximateinference AABI Symposium 2019 • Bradley Gram-Hansen, Christian Schroeder de Witt, Robert Zinkov, Saeid Naderiparizi, Adam Scibior, Andreas Munk, Frank Wood, Mehrdad Ghadiri, Philip Torr, Yee Whye Teh, Atilim Gunes Baydin, Tom Rainforth
We introduce two approaches for conducting efficient Bayesian inference in stochastic simulators containing nested stochastic sub-procedures, i. e., internal procedures for which the density cannot be calculated directly such as rejection sampling loops.
3 code implementations • 8 Jul 2019 • Atılım Güneş Baydin, Lei Shao, Wahid Bhimji, Lukas Heinrich, Lawrence Meadows, Jialin Liu, Andreas Munk, Saeid Naderiparizi, Bradley Gram-Hansen, Gilles Louppe, Mingfei Ma, Xiaohui Zhao, Philip Torr, Victor Lee, Kyle Cranmer, Prabhat, Frank Wood
Probabilistic programming languages (PPLs) are receiving widespread attention for performing Bayesian inference in complex generative models.
3 code implementations • NeurIPS 2019 • Atılım Güneş Baydin, Lukas Heinrich, Wahid Bhimji, Lei Shao, Saeid Naderiparizi, Andreas Munk, Jialin Liu, Bradley Gram-Hansen, Gilles Louppe, Lawrence Meadows, Philip Torr, Victor Lee, Prabhat, Kyle Cranmer, Frank Wood
We present a novel probabilistic programming framework that couples directly to existing large-scale simulators through a cross-platform probabilistic execution protocol, which allows general-purpose inference engines to record and control random number draws within simulators in a language-agnostic way.