Published October 22, 2020
| Version v1
Conference paper
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Soss: Declarative Probabilistic Programming via Runtime Code Generation
Description
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We present Soss, a declarative probabilistic programming language embedded in the Julia language. Soss represents statistical models in terms of abstract syntax trees, and uses staged compilation for on-demand generation of ``inference primitives'' (random sampling, log-density, etc) without requiring casual users to worry about such details.
The approach taken by Soss makes it easy to extend to take advantage of other packages in the rapidly-growing Julia ecosystem. At the time of this writing, Soss users can choose from several inference back-ends and connect easily with larger systems SymPy and Gen.