Tutorial talk for the Categorical Probability and Statistics workshop 2020:
http://perimeterinstitute.ca/personal/tfritz/2019/cps_workshop/
Title: Probabilistic programming - a categorical tutorial (Sam Staton)
Speaker: Sam Staton
More general intros to probabilistic programming:
https://arxiv.org/abs/1809.10756
https://probprog.github.io/anglican/
https://mc-stan.org/users/documentation/tutorials
My notes on probabilistic programs as measures -- similar to this tutorial but with references.
https://www.cs.ox.ac.uk/people/samuel.staton/papers/2020cup-chapter.pdf
My lectures at OPLSS
https://www.cs.uoregon.edu/research/summerschool/summer19/topics.php#Staton
https://www.youtube.com/watch?v=rZJJAobaQxM
Timings:
2:08. Generative models as probability kernels
22:01. Conditioning with likelihoods.
35:00. Subtleties with normalizing constants.
41:32. S-finite kernels.
