Practical Probabilistic Programming

Chapter 13. Dynamic reasoning and parameter learning

This chapter covers

• How to monitor the state of a dynamic system
• How to learn the parameters of a probabilistic program

The preceding chapter described several alternative kinds of queries you could ask of a probabilistic model. This chapter continues the theme by presenting two more reasoning tasks, both of which are important and widely used. The first task, discussed in section 13.1, is monitoring the state of a dynamic system over time as you receive information from sensors. The second task, presented in section 13.2, is learning the parameters of a probabilistic model from data. Although the techniques used for these two kinds of reasoning are different, both fall in the category ...