Tim Reichelt

I will be presenting our work on "Beyond Bayesian Model Averaging over Paths in Probabilistic Programs with Stochastic Support" at AISTATS in Valencia tomorrow (details in thread below). If you are interested in probabilistic programming, come and say hi at poster session 1!

Our new paper (arxiv.org/abs/2310.14888) shows that probabilistic programs with stochastic support are implicitly Bayesian model averages (BMA) which leads to issues if we assume our model is misspecified! w/ @TimReichelt3 and Luke Ong A thread (1/5)

@remilouf @ChadScherrer @tymwol If you are building a DSL on top of JAX couldn’t you use TFP with the JAX backend? Are there arguments against doing that?

Just over a month ago, I left my job to focus on probabilistic modeling in Julia. There's no company I know of doing things in quite this way, so I'm building the foundation now with the goal of finding a path to funding. (🧵)

@maosbot @driainmurray's lecture notes on this are great (inf.ed.ac.uk/teaching/cours…). He also provides code snippets for simulations and self-test questions which let you check if you actually understood the material.