I think the most exciting opportunity here is actually compiling models to run in specialized inference hardware! Lyric semiconductor a.k.a. Lyric Labs of Analo

I think the most exciting opportunity here is actually compiling models to run in specialized inference hardware! Lyric semiconductor a.k.a. Lyric Labs of Analog Devices is working towards such goals (http://dimple.probprog.org/ http://dimple.probprog.org/, http://arxiv.org/abs/1212.2991 http://arxiv.org/abs/1212.2991). I hope that they will get some hardware out at some point. Also, doesn't it strike you strange that we are building simulations of stochastic phenomena (MCMC) using deterministically behaving components? What if we used stochastically behaving components as building blocks to begin with? Most electronic components start to behave more or less stochastically when you try to run them with as little power as possible, and try to scale them down as small as possible. What if you could build MCMC simulator for the problem of your choice directly from stochastically behaving components? Just think of all the transistors you nowadays use just to generate a random number for simulating 90% probability of something.. they all are components that are manufactured to such tolerances, and run with such power levels that their probability of error is something like on the order of 1e-24 (for one computation). Doesn't that strike as a humongous overkill, when all you needed is something like "1, most of the time"..? For more related cool stuff, google for imprecise hardware.