Search Results for author: Fritz Obermeyer

Found 6 papers, 2 papers with code

Functional Tensors for Probabilistic Programming

1 code implementation23 Oct 2019 Fritz Obermeyer, Eli Bingham, Martin Jankowiak, Du Phan, Jonathan P. Chen

It is a significant challenge to design probabilistic programming systems that can accommodate a wide variety of inference strategies within a unified framework.

Probabilistic Programming

Tensor Variable Elimination for Plated Factor Graphs

no code implementations8 Feb 2019 Fritz Obermeyer, Eli Bingham, Martin Jankowiak, Justin Chiu, Neeraj Pradhan, Alexander Rush, Noah Goodman

To exploit efficient tensor algebra in graphs with plates of variables, we generalize undirected factor graphs to plated factor graphs and variable elimination to a tensor variable elimination algorithm that operates directly on plated factor graphs.

Latent Variable Models Music Modeling +2

Pathwise Derivatives Beyond the Reparameterization Trick

no code implementations ICML 2018 Martin Jankowiak, Fritz Obermeyer

We observe that gradients computed via the reparameterization trick are in direct correspondence with solutions of the transport equation in the formalism of optimal transport.

Variational Inference

Scaling Nonparametric Bayesian Inference via Subsample-Annealing

no code implementations22 Feb 2014 Fritz Obermeyer, Jonathan Glidden, Eric Jonas

This new algorithm learns nonparametric latent structure over a growing and constantly churning subsample of training data, where the portion of data subsampled can be interpreted as the inverse temperature beta(t) in an annealing schedule.

Bayesian Inference

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