JAX based parallel inference for reactive probabilistic programming
Guillaume Baudart, Louis Mandel, Reyyan Tekin · 2022
ProbZelus is a synchronous probabilistic language for the design of reactive probabilistic models in interaction with an environment. Reactive inference methods continuously learn distributions over the unobserved parameters of the model from statistical observations. Unfortunately, this inference problem is in general intractable. Monte Carlo inference techniques thus rely on many independent executions to compute accurate approximations. These methods are expensive but can be parallelized.