In many areas of science, engineering and economy, we are dealing with processes that are partially stochastic (or probabilistic). Probabilistic programming describes techniques by which we can simulate and model such processes in high level code. In this semi-lab we will first introduce basic probability theory, probabilistic sampling techniques (Markov-Chain-Monte Carlo methods). We then will introduce the probabilistic programming package Turing.jl to solve concrete problems in science, engineering and economy.
Math Computer Science
Probabilistic Programming
Difficulty level:
Advanced