Related papers: Compositional Inference Metaprogramming with Conve…
Most of Markov Chain Monte Carlo (MCMC) and sequential Monte Carlo (SMC) algorithms in existing probabilistic programming systems suboptimally use only model priors as proposal distributions. In this work, we describe an approach for…
Recent advances in probabilistic modelling have led to a large number of simulation-based inference algorithms which do not require numerical evaluation of likelihoods. However, a public benchmark with appropriate performance metrics for…
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…
Effective implementations of sampling-based probabilistic inference often require manually constructed, model-specific proposals. Inspired by recent progresses in meta-learning for training learning agents that can generalize to unseen…
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 introduces a new technique for quantifying the approximation error of a broad class of probabilistic inference programs, including ones based on both variational and Monte Carlo approaches. The key idea is to derive a subjective…
Providing examples is one of the most common way for end-users to interact with program synthesizers. However, program synthesis systems assume that examples consistent with the program are chosen at random, and do not exploit the fact that…
Logical inference algorithms for conditional independence (CI) statements have important applications from testing consistency during knowledge elicitation to constraintbased structure learning of graphical models. We prove that the…
We introduce the notion of a stochastic probabilistic program and present a reference implementation of a probabilistic programming facility supporting specification of stochastic probabilistic programs and inference in them. Stochastic…
We study machine learning formulations of inductive program synthesis; that is, given input-output examples, synthesize source code that maps inputs to corresponding outputs. Our key contribution is TerpreT, a domain-specific language for…
A key goal in the design of probabilistic inference algorithms is identifying and exploiting properties of the distribution that make inference tractable. Lifted inference algorithms identify symmetry as a property that enables efficient…
Recursive calls over recursive data are useful for generating probability distributions, and probabilistic programming allows computations over these distributions to be expressed in a modular and intuitive way. Exact inference is also…
Program synthesis is a class of regression problems where one seeks a solution, in the form of a source-code program, mapping the inputs to their corresponding outputs exactly. Due to its precise and combinatorial nature, program synthesis…
Hybrid Probabilistic Programs (HPPs) are logic programs that allow the programmer to explicitly encode his knowledge of the dependencies between events being described in the program. In this paper, we classify HPPs into three classes…
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 propose an inference procedure for estimators defined by mathematical programming problems, focusing on the important special cases of linear programming (LP) and quadratic programming (QP). In these settings, the coefficients in both…
Combining a set of existing constraint solvers into an integrated system of cooperating solvers is a useful and economic principle to solve hybrid constraint problems. In this paper we show that this approach can also be used to integrate…
Proof by coupling is a classical technique for proving properties about pairs of randomized algorithms by carefully relating (or coupling) two probabilistic executions. In this paper, we show how to automatically construct such proofs for…
Indirect inference requires simulating realisations of endogenous variables from the model under study. When the endogenous variables are discontinuous functions of the model parameters, the resulting indirect inference criterion function…
Multivariate meta-analysis is gaining prominence in evidence synthesis research because it enables simultaneous synthesis of multiple correlated outcome data, and random-effects models have generally been used for addressing between-studies…