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Practical Probabilistic Programming by Avi Pfeffer

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Part 3. Inference

So you’ve written a probabilistic program. How do you use it? You need to apply an inference algorithm. To get the most out of probabilistic programming, you need to understand inference algorithms and how best to use them. Part 3 of the book is all about inference. Chapter 9 provides basic concepts in probabilistic inference. Then chapters 10 through 13 describe a variety of inference algorithms. The chapters strike a balance between theoretical descriptions of the algorithms and practical considerations in using the algorithms, along with examples of how they’re applied in the real world.

You’ll learn that there are two main families of inference algorithms: factored algorithms and sampling algorithms. Grasping the principles ...

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