Deriving a probability density calculator (functional pearl)
Abstract
Given an expression that denotes a probability distribution, often we want a corresponding density function, to use in probabilistic inference. Fortunately, the task of finding a density has been automated. It turns out that we can derive a compositional procedure for finding a density, by equational reasoning about integrals, starting with the mathematical specification of what a density is. Moreover, the density found can be run as an estimation algorithm, as well as simplified as an exact formula to improve the estimate.
Document Details
- Document Type
- Pub Defense Publication
- Publication Date
- Sep 04, 2016
- Source ID
- 10.1145/3022670.2951922
Entities
People
- Chung-chieh Shan
- Wazim Mohammed Ismail
Organizations
- Defense Advanced Research Projects Agency
- Indiana University
- National Science Foundation