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We introduce a method for using deep neural networks to amortize the cost of inference in models from the family induced by universal probabilistic programming languages, establishing a framework that combines the strengths of probabilistic programming and deep learning methods. We call what we do "compilation of inference" because our method transforms a denotational specification of an inference problem in the form of a probabilistic program written in a universal programming language into aarXiv:1610.09900v2 fatcat:e6cyizuc2fcypltpcr3x6pucoa