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Paul Horsfall

Possible papers associated with this exact author name in Arrow. This page groups case-insensitive exact name matches and is not a full identity disambiguation profile.

2 papers

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JMLR Journal 2019 Journal Article

Pyro: Deep Universal Probabilistic Programming

Eli Bingham
Jonathan P. Chen
Martin Jankowiak
Fritz Obermeyer
Neeraj Pradhan
Theofanis Karaletsos
Rohit Singh
Paul Szerlip

Pyro is a probabilistic programming language built on Python as a platform for developing advanced probabilistic models in AI research. To scale to large data sets and high-dimensional models, Pyro uses stochastic variational inference algorithms and probability distributions built on top of PyTorch, a modern GPU-accelerated deep learning framework. To accommodate complex or model-specific algorithmic behavior, Pyro leverages Poutine, a library of composable building blocks for modifying the behavior of probabilistic programs. [abs] [ pdf ][ bib ] [ code ] &copy JMLR 2019. ( edit, beta )

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NeurIPS Conference 2019 Conference Paper

Variational Bayesian Optimal Experimental Design

Adam Foster
Martin Jankowiak
Elias Bingham
Paul Horsfall
Yee Whye Teh
Thomas Rainforth
Noah Goodman

Bayesian optimal experimental design (BOED) is a principled framework for making efficient use of limited experimental resources. Unfortunately, its applicability is hampered by the difficulty of obtaining accurate estimates of the expected information gain (EIG) of an experiment. To address this, we introduce several classes of fast EIG estimators by building on ideas from amortized variational inference. We show theoretically and empirically that these estimators can provide significant gains in speed and accuracy over previous approaches. We further demonstrate the practicality of our approach on a number of end-to-end experiments.

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