April 09, 2012

Probabilistic Programming

The probabilistic programming language Church brings together two of my favorite subjects: Scheme and Probability. I highly recommend this tutorial to graduate students interested in machine learning and statistical inference. The tutorial explains probabilistic inference through programming starting from simple generative models with biased coins and dice leading up to hierarchical, non-parametric, recursive and nested models. Even at the undergraduate level, I have long thought probability and statistics should be taught in an integrated manner instead of their current almost independent treatment. One roadblock is that even the simplest statistical inference (e.g. three tosses of a coin with an unknown (uniformly distributed) weight results in H, H, T; what is the fourth toss?) requires some calculus at the undergraduate level. Using a programming language like Church may allow an instructor to introduce basic concepts without students getting confused about the details of integration.

1 comment:

Unknown said...

Same group also invened a probabilistic database language http://probcomp.csail.mit.edu/bayesdb/