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Just a quick correction – Frank Wood is not at Microsoft, but at UBC:

http://www.cs.ubc.ca/~fwood/index.html

Microsoft Research does have multiple excellent researchers working on probabilistic programming. Infer.NET in particular is a highly advanced piece of technology for models in which you would use message passing algorithms to perform inference:

http://infernet.azurewebsites.net

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Thanks. I believe he's with Oxford (although may have multiple appointments), and that video is from Microsoft Research.

Just to clear up further confusion: Frank was indeed at Oxford previously – he moved to UBC this Spring. The tutorial actually took place at NIPS 2015 in Montreal.

Last I saw him (last year) he was still a prof at Oxford, pushing for a startup called « invrea » (that does try to use PP [1]). I think UBC was before that.

[1] http://invrea.com/index.php

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