LF-PPL: A Low-Level First Order Probabilistic Programming Language for Non-Differentiable Models

We develop a new Low-level, First-order Probabilistic Programming Language (LF-PPL) suited for models containing a mix of continuous, discrete, and/or piecewise-continuous variables. The key success of this language and its compilation scheme is in its ability to automatically distinguish parameters the density function is discontinuous with respect to, while further providing runtime checks for boundary crossings... (read more)

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