Beyond Bayesian Model Averaging over Paths in Probabilistic Programs with Stochastic Support
The posterior in probabilistic programs with stochastic support decomposes as a weighted
sum of the local posterior distributions associated with each possible program path. We …
sum of the local posterior distributions associated with each possible program path. We …
Understanding and mitigating difficulties in posterior predictive evaluation
A Agrawal, J Domke - arXiv preprint arXiv:2405.19747, 2024 - arxiv.org
Predictive posterior densities (PPDs) are of interest in approximate Bayesian inference.
Typically, these are estimated by simple Monte Carlo (MC) averages using samples from the …
Typically, these are estimated by simple Monte Carlo (MC) averages using samples from the …