DynamicPPL: Stan-like Speed for Dynamic Probabilistic Models

7 Feb 2020Mohamed TarekKai XuMartin TrappHong GeZoubin Ghahramani

We present the preliminary high-level design and features of DynamicPPL.jl, a modular library providing a lightning-fast infrastructure for probabilistic programming. Besides a computational performance that is often close to or better than Stan, DynamicPPL provides an intuitive DSL that allows the rapid development of complex dynamic probabilistic programs... (read more)

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