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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…

Artificial Intelligence · Computer Science 2016-05-17 Yura N Perov , Tuan Anh Le , Frank Wood

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…

Machine Learning · Statistics 2021-04-12 Jan-Matthis Lueckmann , Jan Boelts , David S. Greenberg , Pedro J. Gonçalves , Jakob H. Macke

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…

Machine Learning · Statistics 2013-01-08 David Wingate , Theophane Weber

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…

Artificial Intelligence · Computer Science 2019-01-03 Tongzhou Wang , Yi Wu , David A. Moore , Stuart J. Russell

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…

Programming Languages · Computer Science 2023-04-26 Martin Avanzini , Georg Moser , Michael Schaper

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…

Artificial Intelligence · Computer Science 2016-06-02 Marco F Cusumano-Towner , Vikash K Mansinghka

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…

Artificial Intelligence · Computer Science 2022-04-07 Saujas Vaduguru , Kevin Ellis , Yewen Pu

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…

Artificial Intelligence · Computer Science 2012-05-14 Mathias Niepert

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…

Machine Learning · Statistics 2020-01-23 David Tolpin , Tomer Dobkin

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…

Machine Learning · Computer Science 2016-12-05 Alexander L. Gaunt , Marc Brockschmidt , Rishabh Singh , Nate Kushman , Pushmeet Kohli , Jonathan Taylor , Daniel Tarlow

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…

Artificial Intelligence · Computer Science 2019-07-02 Steven Holtzen , Todd Millstein , Guy Van den Broeck

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…

Programming Languages · Computer Science 2023-03-28 David Chiang , Colin McDonald , Chung-chieh Shan

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…

Artificial Intelligence · Computer Science 2018-06-08 Yewen Pu , Zachery Miranda , Armando Solar-Lezama , Leslie Pack Kaelbling

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…

Artificial Intelligence · Computer Science 2013-01-30 Michael I. Dekhtyar , Alex Dekhtyar , V. S. Subrahmanian

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…

Artificial Intelligence · Computer Science 2012-09-12 Andreas Stuhlmüller , Noah D. Goodman

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…

Econometrics · Economics 2017-09-27 Yu-Wei Hsieh , Xiaoxia Shi , Matthew Shum

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…

Programming Languages · Computer Science 2007-05-23 Petra Hofstedt , Peter Pepper

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…

Programming Languages · Computer Science 2018-04-12 Aws Albarghouthi , Justin Hsu

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…

Economics · Quantitative Finance 2019-07-11 David T. Frazier , Tatsushi Oka , Dan Zhu

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…

Methodology · Statistics 2021-07-14 Hisashi Noma , Kengo Nagashima , Toshi A. Furukawa