Books on probabilistic programming

Model-Based Machine Learning

For more than ten years we have been working on such a software framework at Microsoft Research, called Infer.NET [Minka et al., 2014].

Bayesian Data Analysis using Probabilistic Programs–Statistics as pottery

Learning statistics is like learning pottery. With pottery, you can learn how to make different shapes (e.g. a bowl, a vase, a spoon) without understanding general principles. The other way is to learn the basic strokes of forming pottery (e.g. how to mold a curved surface, a flat surface, long pointy things). In this course, we are going to learn the basic strokes of statistics, and compose those strokes to make shapes you’ve seen before (e.g. a t-test), some shapes you’ve probably never seen before, and develop ideas how you would make new shapes if you needed to. We won’t learn what tests apply to what data types but instead foster the ability to reason through data analysis. We will do this through the lens of Bayesian statistics, though the basic ideas will aid your understanding of classical (frequentist) statistics as well.

Probabilistic Models of Cognition

This book explores the probabilistic approach to cognitive science, which models learning and reasoning as inference in complex probabilistic models. We examine how a broad range of empirical phenomena, including intuitive physics, concept learning, causal reasoning, social cognition, and language understanding, can be modeled using probabilistic programs (using the WebPPL language).

The Design and Implementation of Probabilistic Programming Languages

This book explains how to implement PPLs by lightweight embedding into a host language. We illustrate this by designing and implementing WebPPL, a small PPL embedded in Javascript. We show how to implement several algorithms for universal probabilistic inference, including priority-based enumeration with caching, particle filtering, and Markov chain Monte Carlo. We use program transformations to expose the information required by these algorithms, including continuations and stack addresses. We illustrate these ideas with examples drawn from semantic parsing, natural language pragmatics, and procedural graphics.

An Introduction to Probabilistic Programming

This document is designed to be a first-year graduate-level introduction to probabilistic programming. It not only provides a thorough background for anyone wishing to use a probabilistic programming system, but also introduces the techniques needed to design and build these systems. It is aimed at people who have an undergraduate-level understanding of either or, ideally, both probabilistic machine learning and programming languages.

Bayesian Methods for Hackers

Bayesian Methods for Hackers is designed as a introduction to Bayesian inference from a computational/understanding-first, and mathematics-second, point of view. Of course as an introductory book, we can only leave it at that: an introductory book. For the mathematically trained, they may cure the curiosity this text generates with other texts designed with mathematical analysis in mind. For the enthusiast with less mathematical-background, or one who is not interested in the mathematics but simply the practice of Bayesian methods, this text should be sufficient and entertaining.

Practical Probabilistic Programming

Practical Probabilistic Programming introduces the working programmer to probabilistic programming. In it, you’ll learn how to use the PP paradigm to model application domains and then express those probabilistic models in code. Although PP can seem abstract, in this book you’ll immediately work on practical examples, like using the Figaro language to build a spam filter and applying Bayesian and Markov networks, to diagnose computer system data problems and recover digital images.

Stan: A Probabilistic Programming Language

Probabilistic programming in Python using PyMC3

Bonus video: A Personal Viewpoint on Probabilistic Programming

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