Related papers: Compositional Inference Metaprogramming with Conve…
Probabilistic inference procedures are usually coded painstakingly from scratch, for each target model and each inference algorithm. We reduce this effort by generating inference procedures from models automatically. We make this code…
In this extended abstract, we discuss the opportunity to formally verify that inference systems for probabilistic programming guarantee good performance. In particular, we focus on hybrid inference systems that combine exact and approximate…
A number of algorithms have been developed to solve probabilistic inference problems on belief networks. These algorithms can be divided into two main groups: exact techniques which exploit the conditional independence revealed when the…
We introduce and demonstrate a new approach to inference in expressive probabilistic programming languages based on particle Markov chain Monte Carlo. Our approach is simple to implement and easy to parallelize. It applies to…
To solve a new task from minimal experience, it is essential to effectively reuse knowledge from previous tasks, a problem known as meta-learning. Compositional solutions, where common elements of computation are flexibly recombined into…
Probabilistic programs with dynamic computation graphs can define measures over sample spaces with unbounded dimensionality, which constitute programmatic analogues to Bayesian nonparametrics. Owing to the generality of this model class,…
Inference algorithms for probabilistic programming are complex imperative programs with many moving parts. Efficient inference often requires customising an algorithm to a particular probabilistic model or problem, sometimes called…
Probabilistic programming has emerged as a powerful paradigm in statistics, applied science, and machine learning: by decoupling modelling from inference, it promises to allow modellers to directly reason about the processes generating…
We present a meta-algorithm for learning a posterior-inference algorithm for restricted probabilistic programs. Our meta-algorithm takes a training set of probabilistic programs that describe models with observations, and attempts to learn…
The computational burden of probabilistic inference remains a hurdle for applying probabilistic programming languages to practical problems of interest. In this work, we provide a semantic and algorithmic foundation for efficient exact…
Probabilistic programs provide an expressive representation language for generative models. Given a probabilistic program, we are interested in the task of posterior inference: estimating a latent variable given a set of observed variables.…
Probabilistic programming is a growing area that strives to make statistical analysis more accessible, by separating probabilistic modelling from probabilistic inference. In practice this decoupling is difficult. No single inference…
Bayesian inference involves the specification of a statistical model by a statistician or practitioner, with careful thought about what each parameter represents. This results in particularly interpretable models which can be used to…
Probabilistic programs with mixed support (both continuous and discrete latent random variables) commonly appear in many probabilistic programming systems (PPSs). However, the existence of the discrete random variables prohibits many basic…
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…
Testing algorithms across a wide range of problem instances is crucial to ensure the validity of any claim about one algorithm's superiority over another. However, when it comes to inference algorithms for probabilistic logic programs,…
Imprecise probability is concerned with uncertainty about which probability distributions to use. It has applications in robust statistics and machine learning. We look at programming language models for imprecise probability. Our…
Emerging computational paradigms, such as probabilistic and hybrid programming, introduce new primitive operations that often need to be combined with classic programming constructs. However, it still remains a challenge to provide a…
This thesis describes work on two applications of probabilistic programming: the learning of probabilistic program code given specifications, in particular program code of one-dimensional samplers; and the facilitation of sequential Monte…
We develop operators for construction of proposals in probabilistic programs, which we refer to as inference combinators. Inference combinators define a grammar over importance samplers that compose primitive operations such as application…