{"title":"Deriving a probability density calculator (functional pearl)","authors":"W. Ismail, Chung-chieh Shan","doi":"10.1145/2951913.2951922","DOIUrl":null,"url":null,"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.","PeriodicalId":336660,"journal":{"name":"Proceedings of the 21st ACM SIGPLAN International Conference on Functional Programming","volume":"30 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2016-09-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"5","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Proceedings of the 21st ACM SIGPLAN International Conference on Functional Programming","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1145/2951913.2951922","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 5
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.
京公网安备 11010802042870号
京ICP备2023020795号-1
分享
求助内容：
应助结果提醒方式：
扫码关注我们
