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Population activity measurement by calcium imaging can be combined with cellular resolution optogenetic activity perturbations to enable the mapping of neural connectivity in vivo. This requires accurate inference of perturbed and unperturbed neural activity from calcium imaging measurements, which are noisy and indirect, and can also be contaminated by photostimulation artifacts. We have developed a new fully Bayesian approach to jointly inferring spiking activity and neural connectivity from in vivo all-optical perturbation experiments. In contrast to standard approaches that perform spike inference and analysis in two separate maximum-likelihood phases, our joint model is able to propagate uncertainty in spike inference to the inference of connectivity and vice versa. We use the framework of variational autoencoders to model spiking activity using discrete latent variables, low-dimensional latent common input, and sparse spike-and-slab generalized linear coupling between neurons. Additionally, we model two properties of the optogenetic perturbation: off-target photostimulation and photostimulation transients. Our joint model includes at least two sets of discrete random variables; to avoid the dramatic slowdown typically caused by being unable to differentiate such variables, we introduce two strategies that have not, to our knowledge, been used with variational autoencoders. Using this model, we were able to fit models on 30 minutes of data in just 10 minutes. We performed an all-optical circuit mapping experiment in primary visual cortex of the awake mouse, and use our approach to predict neural connectivity between excitatory neurons in layer 2/3. Predicted connectivity is sparse and consistent with known correlations with stimulus tuning, spontaneous correlation and distance.