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Stochastic Matlab
David Wingate

Wed Dec 08 07:30 PM -- 11:59 PM (PST) @ Georgia A

We'll be demonstrating Stochastic Matlab, a new probabilistic programming language. Stochastic Matlab allows users to write generative models in Matlab (freely mixing deterministic and random primitives, MEX files, and any other Matlab construct) and then condition the model on data. Stochastic Matlab then performs inference automatically using a variety of inference methods, including standard MCMC, parallel tempering, and hamiltonian Monte Carlo. Lightweight GPU integration is also provided. Probabilistic programming languages allow users to rapidly iterate models, testing them under a variety of inference methods. The goal of Stochastic Matlab is to scale to large datasets by taking advantage of GPUs and clusters. (Note: this project is an open-source project, and is not affiliated with Mathworks.)

Author Information

David Wingate (Brigham Young University)

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