I am wondering what kinds of mathematics we need to fundamentally understand Probabilistic Programming?
Are there any recommended books or tutorials?
it’s a bit hard to say since probabilistic programming lies somewhere at the intersection of bayesian modeling/inference and programming languages. one place to look is this survey. if there are specific areas you’d like references for please be more specific. note, also, that the pyro docs also include many references, e.g. for stochastic variational inference.
Thanks, for the reply.
It seems Probabilistic Programming & Bayesian Methods for Hackers is a good book for beginners like me. The book uses PyMC as examples though.