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What work has been done in optimizing code / sampling? My understanding is that if I write e.g. an HMM in any of these languages, the resulting code will be su

• cf 10y ago
  So there has been work done in compiling probabilistic programs directly into C or C++ [1]. Your intuition is correct that in many of these languages if you wrote an HMM and did MAP inference over it you wouldn't recover the Viterbi algorithm, but there is some code in WebPPL[2] that handles this case as outlined in https://arxiv.org/abs/1206.3555 https://arxiv.org/abs/1206.3555. [1] https://web.stanford.edu/~ngoodman/papers/aistats2014-shred.pdf https://web.stanford.edu/~ngoodman/papers/aistats2014-shred.... [2] http://docs.webppl.org/en/master/inference/methods.html#enumeration http://docs.webppl.org/en/master/inference/methods.html#enum...