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[ascl:2110.016] pyro: Deep universal probabilistic programming with Python and PyTorch

Pyro is a flexible, scalable deep probabilistic programming library built on PyTorch. It can represent any computable probability distribution and scales to large data sets with little overhead compared to hand-written code. The library is implemented with a small core of powerful, composable abstractions. Its high-level abstractions express generative and inference models, but also allows experts to customize inference.

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