BEGIN:VCALENDAR
VERSION:2.0
PRODID:-//talks.cam.ac.uk//v3//EN
BEGIN:VTIMEZONE
TZID:Europe/London
BEGIN:DAYLIGHT
TZOFFSETFROM:+0000
TZOFFSETTO:+0100
TZNAME:BST
DTSTART:19700329T010000
RRULE:FREQ=YEARLY;BYMONTH=3;BYDAY=-1SU
END:DAYLIGHT
BEGIN:STANDARD
TZOFFSETFROM:+0100
TZOFFSETTO:+0000
TZNAME:GMT
DTSTART:19701025T020000
RRULE:FREQ=YEARLY;BYMONTH=10;BYDAY=-1SU
END:STANDARD
END:VTIMEZONE
BEGIN:VEVENT
CATEGORIES:Microsoft Research Cambridge\, public talks
SUMMARY:Typed functional probabilistic programming: ready
for practical use? - Tom Nielsen\, OpenBrain
DTSTART;TZID=Europe/London:20131211T100000
DTEND;TZID=Europe/London:20131211T104500
UID:TALK49304AThttp://talks.cam.ac.uk
URL:http://talks.cam.ac.uk/talk/index/49304
DESCRIPTION:Advances in inference algorithms and probability t
heory have spurred recent interest in probabilisti
c programming. However\, it is still not clear whi
ch design leads to the maximal flexibility in term
s of exploiting probabilistic inference. In this t
alk\, I will motivate the need for and potential o
f probabilistic programming and describe some of t
he\nlimitations of current approaches. The central
claim of the talk is that combining functional an
d probabilistic programming\, and in particular ex
ploiting the fact that probability distributions a
re monads\, leads to a very expressive language fo
r probabilistic models. I will define the handful
of operators that need to be added to a purely fun
ctional programming language in order to achieve p
ractically useful Bayesian inference and allow fle
xible post-inference computations. Adding a\ndiffe
rential operator extends the paradigm to inference
in models based on ordinary and stochastic differ
ential equations. Static types can then introduce
new guarantees about the propagation and maintenan
ce of uncertainty. Finally\, I will show how this
core computational platform can be integrated with
more traditional computer applications.
LOCATION:Auditorium\, Microsoft Research Ltd\, 21 Station R
oad\, Cambridge\, CB1 2FB
CONTACT:Microsoft Research Cambridge Talks Admins
END:VEVENT
END:VCALENDAR