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Andreas Munk

4 accepted papers

2022

Amortized Rejection Sampling in Universal Probabilistic Programming

AISTATS 2022poster

Naive approaches to amortized inference in probabilistic programs with unbounded loops can produce estimators with infinite variance. This is particularly true of importance sampling inference in programs that explicitly include rejection sampling as part of the user-programmed generative procedure.…

2022

Probabilistic surrogate networks for simulators with unbounded randomness

UAI 2022poster

We present a framework for automatically structuring and training fast, approximate, deep neural surrogates of stochastic simulators. Unlike traditional approaches to surrogate modeling, our surrogates retain the interpretable structure and control flow of the reference simulator. Our surrogates tar…

2019

Efficient Probabilistic Inference in the Quest for Physics Beyond the Standard Model

NeurIPS 2019poster

We present a novel probabilistic programming framework that couples directly to existing large-scale simulators through a cross-platform probabilistic execution protocol, which allows general-purpose inference engines to record and control random number draws within simulators in a language-agnostic…