Compositional Modeling in Metropolis ?
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Figaro: An Object-Oriented Probabilistic Programming Language
We introduce an object-oriented paradigm for probabilistic programming, embodied in the Figaro language. Models in Figaro are objects, and may have properties such as conditions, constraints and relationships to other objects. Figaro model classes are created by inheriting functionality from existing classes. Figaro provides a modular, compositional Metropolis-Hastings algorithm, and gives the ...
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