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Compared to the wide array of advanced Monte Carlo methods supported by modern probabilistic programming languages (PPLs), PPL support for variational inference (VI) is less developed: users are typically limited to a predefined selection…
We develop a technique for generalising from data in which models are samplers represented as program text. We establish encouraging empirical results that suggest that Markov chain Monte Carlo probabilistic programming inference techniques…
Probabilistic programming languages (PPLs) are powerful modelling tools which allow to formalise our knowledge about the world and reason about its inherent uncertainty. Inference methods used in PPL can be computationally costly due to…
Probabilistic programming is a rapidly developing programming paradigm which enables the formulation of Bayesian models as programs and the automation of posterior inference. It facilitates the development of models and conducting Bayesian…
Researchers have recently proposed several systems that ease the process of performing Bayesian probabilistic inference. These include systems for automatic inference algorithm synthesis as well as stronger abstractions for manual algorithm…
We describe a dynamic programming algorithm for computing the marginal distribution of discrete probabilistic programs. This algorithm takes a functional interpreter for an arbitrary probabilistic programming language and turns it into an…
We present a new algorithm for approximate inference in probabilistic programs, based on a stochastic gradient for variational programs. This method is efficient without restrictions on the probabilistic program; it is particularly…
In this work, we study the fully automated inference of expected result values of probabilistic programs in the presence of natural programming constructs such as procedures, local variables and recursion. While crucial, capturing these…
This paper discusses a method for implementing a probabilistic inference system based on an extended relational data model. This model provides a unified approach for a variety of applications such as dynamic programming, solving sparse…
Probabilistic inference algorithms such as Sequential Monte Carlo (SMC) provide powerful tools for constraining procedural models in computer graphics, but they require many samples to produce desirable results. In this paper, we show how…
Probabilistic circuits (PCs) are a unifying representation for probabilistic models that support tractable inference. Numerous applications of PCs like controllable text generation depend on the ability to efficiently multiply two circuits.…
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…
We present a framework for automatically structuring and training fast, approximate, deep neural surrogates of stochastic simulators. Unlike traditional approaches to surrogate modeling, our surrogates retain the interpretable structure and…
Probabilistic programming is related to a compositional approach to stochastic modeling by switching from discrete to continuous time dynamics. In continuous time, an operator-algebra semantics is available in which processes proceeding in…
Invariants are a set of properties over program attributes that are expected to be true during the execution of a program. Since developing those invariants manually can be costly and challenging, there are a myriad of approaches that…
Many of today's probabilistic programming languages (PPLs) have brittle inference performance: the performance of the underlying inference algorithm is very sensitive to the precise way in which the probabilistic program is written. A…
Massively parallel desktop computing capabilities now well within the reach of individual academics modify the environment for posterior simulation in fundamental and potentially quite advantageous ways. But to fully exploit these benefits…
Infinite-state systems such as distributed protocols are challenging to verify using interactive theorem provers or automatic verification tools. Of these techniques, deductive verification is highly expressive but requires the user to…
Stochastic processes defined on integer valued state spaces are popular within the physical and biological sciences. These models are necessary for capturing the dynamics of small systems where the individual nature of the populations…
This paper introduces the probabilistic module interface, which allows encapsulation of complex probabilistic models with latent variables alongside custom stochastic approximate inference machinery, and provides a platform-agnostic…