arXiv (Cornell University)
Functional Tensors for Probabilistic Programming
October 2019 • Fritz Obermeyer, Eli Bingham, Martin Jankowiak, Du Phan, Jonathan P. Chen
It is a significant challenge to design probabilistic programming systems that can accommodate a wide variety of inference strategies within a unified framework. Noting that the versatility of modern automatic differentiation frameworks is based in large part on the unifying concept of tensors, we describe a software abstraction for integration --functional tensors-- that captures many of the benefits of tensors, while also being able to describe continuous probability distributions. Moreover, functional tensors a…