arXiv stat.ML
· Papers
LazyHMC: Hamiltonian Monte Carlo Simulation for Lazy, Infinite Dimensional Probabilistic Programs
arXiv:2608.08588v1 Announce Type: new Abstract: Hamiltonian Monte Carlo (HMC) is a successful generic inference method in probabilistic programming, but in its ordinary formulation it needs gradients and finite-dimensional parameter spaces. In Haskell, lazy evaluation lets probabilistic programs express stochastic proc