Probabilistic programming
Up until now we’ve been describing probabilistic models using a graphical representation of the relationships between random variables.
But it is also possible to simply define these models using a programming representation and not use graphs at all. The method of Probabilistic Programming does just that.
Up until now we’ve been describing probabilistic models to represent a system that we understand and want to ask queries about.
In this class we worked through the idea of Probabilistic programming with some examples from the Bayesian Methods for Hackers online book. We covered the first two chapters, which can be found here: