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Program synthesis is the task of automatically generating a program consistent with a given specification. A natural way to specify programs is to provide examples of desired input-output behavior, and many current program synthesis…

Machine Learning · Computer Science 2020-07-28 Alexander Suh , Yuval Timen

Higher-order probabilistic programming languages allow programmers to write sophisticated models in machine learning and statistics in a succinct and structured way, but step outside the standard measure-theoretic formalization of…

Programming Languages · Computer Science 2020-12-03 Chris Heunen , Ohad Kammar , Sam Staton , Hongseok Yang

Functional dependencies -- traditional, approximate and conditional are of critical importance in relational databases, as they inform us about the relationships between attributes. They are useful in schema normalization, data…

Databases · Computer Science 2010-12-14 Sushovan De , Subbarao Kambhampati

A random set is a generalisation of a random variable, i.e. a set-valued random variable. The random set theory allows a unification of other uncertainty descriptions such as interval variable, mass belief function in Dempster-Shafer theory…

Numerical Analysis · Mathematics 2018-11-27 Truong-Vinh Hoang , Hermann G. Matthies

We consider the problem of Bayesian inference in the family of probabilistic models implicitly defined by stochastic generative models of data. In scientific fields ranging from population biology to cosmology, low-level mechanistic…

Gaussian Processes (GPs) are widely used tools in statistics, machine learning, robotics, computer vision, and scientific computation. However, despite their popularity, they can be difficult to apply; all but the simplest classification or…

Machine Learning · Computer Science 2016-01-06 Ulrich Schaechtle , Ben Zinberg , Alexey Radul , Kostas Stathis , Vikash K. Mansinghka

We propose and analyze an algorithm to approximate distribution functions and densities of perpetuities. Our algorithm refines an earlier approach based on iterating discretized versions of the fixed point equation that defines the…

Probability · Mathematics 2007-11-08 Margarete Knape , Ralph Neininger

The likelihood function plays a pivotal role in statistical inference; it is adaptable to a wide range of models and the resultant estimators are known to have good properties. However, these results hinge on correct specification of the…

Statistics Theory · Mathematics 2017-12-15 Adam Jaeger , Nicole Lazar

This paper addresses a fundamental problem in random variate generation: given access to a random source that emits a stream of independent fair bits, what is the most accurate and entropy-efficient algorithm for sampling from a discrete…

Data Structures and Algorithms · Computer Science 2020-03-10 Feras A. Saad , Cameron E. Freer , Martin C. Rinard , Vikash K. Mansinghka

The problem addressed concerns the determination of the average number of successive attempts of guessing a word of a certain length consisting of letters with given probabilities of occurrence. Both first- and second-order approximations…

Information Theory · Computer Science 2015-06-19 Kerstin Andersson

We consider reusing established non-probabilistic output analyses (either forward or backwards) that yield over-approximations of a program's pre-image or image relation, e.g., interval analyses. We assume a probability measure over the…

Programming Languages · Computer Science 2020-01-22 Maja Hanne Kirkeby

We tackle the problem of conditioning probabilistic programs on distributions of observable variables. Probabilistic programs are usually conditioned on samples from the joint data distribution, which we refer to as deterministic…

Machine Learning · Computer Science 2021-03-09 David Tolpin , Yuan Zhou , Tom Rainforth , Hongseok Yang

Bayesian probabilistic numerical methods are a set of tools providing posterior distributions on the output of numerical methods. The use of these methods is usually motivated by the fact that they can represent our uncertainty due to…

Computation · Statistics 2018-08-01 Xiaoyue Xi , François-Xavier Briol , Mark Girolami

In this work, we consider the fundamental problem of deriving quantitative bounds on the probability that a given assertion is violated in a probabilistic program. We provide automated algorithms that obtain both lower and upper bounds on…

Programming Languages · Computer Science 2020-12-02 Jinyi Wang , Yican Sun , Hongfei Fu , Krishnendu Chatterjee , Amir Kafshdar Goharshady

This work offers a broad perspective on probabilistic modeling and inference in light of recent advances in probabilistic programming, in which models are formally expressed in Turing-complete programming languages. We consider a typical…

Machine Learning · Statistics 2020-04-20 Lawrence M. Murray , Thomas B. Schön

Most of the methods that produce space weather forecasts are based on deterministic models. In order to generate a probabilistic forecast, a model needs to be run several times sampling the input parameter space, in order to generate an…

Space Physics · Physics 2019-05-01 Enrico Camporeale , Xiangning Chu , Oleksiy Agapitov , Jacob Bortnik

Here several perfect simulation algorithms are brought under a single framework, and shown to derive from the same probabilistic result, called here the Fundamental Theorem of Perfect Simulation (FTPS). An exact simulation algorithm has…

Probability · Mathematics 2017-04-13 Mark Huber

Naive approaches to amortized inference in probabilistic programs with unbounded loops can produce estimators with infinite variance. This is particularly true of importance sampling inference in programs that explicitly include rejection…

Probabilistic logic programs are logic programs in which some of the facts are annotated with probabilities. Several classical probabilistic inference tasks (such as MAP and computing marginals) have not yet received a lot of attention for…

Artificial Intelligence · Computer Science 2012-02-20 Daan Fierens , Guy Van den Broeck , Ingo Thon , Bernd Gutmann , Luc De Raedt

Models of complex systems are often formalized as sequential software simulators: computationally intensive programs that iteratively build up probable system configurations given parameters and initial conditions. These simulators enable…

Machine Learning · Statistics 2015-06-02 Ardavan Saeedi , Vlad Firoiu , Vikash Mansinghka