Exact Bayesian Inference for Loopy Probabilistic Programs Using Generating Functions
We present an exact Bayesian inference method for inferring posterior distributions encoded by probabilistic programs featuring possibly \emph{unbounded loops}. Our method is built on a denotational semantics represented by \emph{probability generating functions}, which resolves semantic intricacies induced by intertwining discrete probabilistic loops with \emph{conditioning} (for encoding posterior observations). We implement our method in a tool called “Anonym”; it augments existing computer algebra systems with the theory of generating functions for the (semi-)automatic inference and quantitative verification of conditioned probabilistic programs. Experimental results show that “Anonym” can handle various infinite-state loopy programs and exhibits comparable performance to state-of-the-art exact inference tools over loop-free benchmarks.
Thu 24 OctDisplayed time zone: Pacific Time (US & Canada) change
16:00 - 17:40 | Probabilistic Programming and Analysis 1OOPSLA 2024 at San Gabriel Chair(s): Di Wang Peking University | ||
16:00 20mTalk | A modal type-theory of expected cost in higher-order probabilistic programsRemote OOPSLA 2024 Vineet Rajani University of Kent, Gilles Barthe MPI-SP; IMDEA Software Institute, Deepak Garg MPI-SWS DOI | ||
16:20 20mTalk | Distributions for Compositionally Differentiating Parametric Discontinuities OOPSLA 2024 Jesse Michel Massachusetts Institute of Technology, Kevin Mu University of Washington, Xuanda Yang University of California San Diego, Sai Praveen Bangaru MIT, Elias Rojas Collins MIT, Gilbert Bernstein University of Washington, Seattle, Jonathan Ragan-Kelley Massachusetts Institute of Technology, Michael Carbin Massachusetts Institute of Technology, Tzu-Mao Li Massachusetts Institute of Technology; University of California at San Diego DOI | ||
16:40 20mTalk | Exact Bayesian Inference for Loopy Probabilistic Programs Using Generating Functions OOPSLA 2024 Lutz Klinkenberg RWTH Aachen University, Christian Blumenthal RWTH Aachen University, Mingshuai Chen Zhejiang University, Darion Haase RWTH Aachen University, Joost-Pieter Katoen RWTH Aachen University DOI | ||
17:00 20mTalk | Hopping Proofs of Expectation-Based Properties: Applications to Skiplists and Security Proofs OOPSLA 2024 Martin Avanzini Inria, Gilles Barthe MPI-SP; IMDEA Software Institute, Benjamin Gregoire INRIA, Georg Moser University of Innsbruck, Gabriele Vanoni IRIF, Université Paris Cité DOI | ||
17:20 20mTalk | Learning Abstraction Selection for Bayesian Program Analysis OOPSLA 2024 DOI Pre-print |