English

Automatic Alignment of Sequential Monte Carlo Inference in Higher-Order Probabilistic Programs

Programming Languages 2018-12-19 v1

Abstract

Probabilistic programming is a programming paradigm for expressing flexible probabilistic models. Implementations of probabilistic programming languages employ a variety of inference algorithms, where sequential Monte Carlo methods are commonly used. A problem with current state-of-the-art implementations using sequential Monte Carlo inference is the alignment of program synchronization points. We propose a new static analysis approach based on the 0-CFA algorithm for automatically aligning higher-order probabilistic programs. We evaluate the automatic alignment on a phylogenetic model, showing a significant decrease in runtime and increase in accuracy.

Keywords

Cite

@article{arxiv.1812.07439,
  title  = {Automatic Alignment of Sequential Monte Carlo Inference in Higher-Order Probabilistic Programs},
  author = {Daniel Lundén and David Broman and Fredrik Ronquist and Lawrence M. Murray},
  journal= {arXiv preprint arXiv:1812.07439},
  year   = {2018}
}

Comments

19 pages, 10 figures

R2 v1 2026-06-23T06:46:28.302Z