I am a DPhil student in Statistics at the University of Oxford, supervised by Yee Whye Teh. I got my Bachelor’s and Master’s degrees in mathematics from Cambridge and worked as a machine learning engineer before joining the department. I am interested in statistical machine learning, with a current focus on probabilistic programming.

Publications

2017

B. Bloem-Reddy
,
E. Mathieu
,
A. Foster
,
T. Rainforth
,
H. Ge
,
M. Lomelí
,
Z. Ghahramani
,
Y. W. Teh
,
Sampling and inference for discrete random probability measures in probabilistic programs, NIPS Workshop on Advances in Approximate Bayesian Inference, 2017.

We consider the problem of sampling a sequence from a discrete random probability measure (RPM) with countable support, under (probabilistic) constraints of finite memory and computation. A canonical example is sampling from the Dirichlet Process, which can be accomplished using its stick-breaking representation and lazy initialization of its atoms. We show that efficiently lazy initialization is possible if and only if a size-biased representation of the discrete RPM is used. For models constructed from such discrete RPMs, we consider the implications for generic particle-based inference methods in probabilistic programming systems. To demonstrate, we implement SMC for Normalized Inverse Gaussian Process mixture models in Turing.

@article{bloemreddy2017rpm,
title = {Sampling and inference for discrete random probability measures in probabilistic programs},
author = {Bloem-Reddy, Benjamin and Mathieu, Emile and Foster, Adam and Rainforth, Tom and Ge, Hong and Lomelí, María and Ghahramani, Zoubin and Teh, Yee Whye},
journal = {NIPS Workshop on Advances in Approximate Bayesian Inference},
year = {2017}
}