Chad Scherrer

Hi, I'm Chad. My interests range from applied problems through "technology transfer", to applied research. I've been involved in probabilistic programming for the last ten years, and have led design of a few prototype systems. Since 2015 I've been very interested in Julia, resulting in Soss.jl and MeasureTheory.jl, as well as some utility packages around these.

Most recently I've founded Informative Prior, where I'm available for contract consulting work involving teaching, development, or application of probabilistic modeling software.

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Applied Measure Theory for Probabilistic Modeling
Chad Scherrer

We'll give an overview of MeasureTheory.jl, describing some of the advantages relative to Distributions.jl and some applications in probabilistic modeling.

Composable Bayesian Modeling with Soss.jl
Chad Scherrer

Soss is a probabilistic programming language (PPL) with first-class composable models. Through dynamic code generation, Soss can achieve speedup of several orders of magnitude in some models, for example using symbolic simplification of the log-density.

In this talk, we'll discuss the goals and design choices in Soss that distinguish it from other PPLs, followed by an overview of upcoming work.