This highly competitive Young Researcher Starting Grant from the Spanish Ministry of Science (total funding: €172,000, acceptance rate: ~6%) supported my research from 2017 to 2019. The grant covered three years of PI salary and a two-year Post-Doc position, enabling a focused research programme on probabilistic programming and scalable probabilistic machine learning, including the development of open-source tools for large-scale data analysis. Project ID: ID2019-106758GB-C32.