scholarly journals Scaling exact inference for discrete probabilistic programs

2020 ◽  
Vol 4 (OOPSLA) ◽  
pp. 1-31
Author(s):  
Steven Holtzen ◽  
Guy Van den Broeck ◽  
Todd Millstein
Author(s):  
David Merrell ◽  
Aws Albarghouthi ◽  
Loris D'Antoni

Weighted model counting and integration (WMC/WMI) are natural problems to which we can reduce many probabilistic inference tasks, e.g., in Bayesian networks, Markov networks, and probabilistic programs. Typically, we are given a first-order formula, where each satisfying assignment is associated with a weight---e.g., a probability of occurrence---and our goal is to compute the total weight of the formula. In this paper, we target exact inference techniques for WMI that leverage the power of satisfiability modulo theories (SMT) solvers to decompose a first-order formula in linear real arithmetic into a set of hyperrectangular regions whose weight is easy to compute. We demonstrate the challenges of hyperrectangular decomposition and present a novel technique that utilizes orthogonal transformations to transform formulas in order to enable efficient inference. Our evaluation demonstrates our technique's ability to improve the time required to achieve exact probability bounds.


2017 ◽  
Vol 14 (134) ◽  
pp. 20170340 ◽  
Author(s):  
Aidan C. Daly ◽  
Jonathan Cooper ◽  
David J. Gavaghan ◽  
Chris Holmes

Bayesian methods are advantageous for biological modelling studies due to their ability to quantify and characterize posterior variability in model parameters. When Bayesian methods cannot be applied, due either to non-determinism in the model or limitations on system observability, approximate Bayesian computation (ABC) methods can be used to similar effect, despite producing inflated estimates of the true posterior variance. Owing to generally differing application domains, there are few studies comparing Bayesian and ABC methods, and thus there is little understanding of the properties and magnitude of this uncertainty inflation. To address this problem, we present two popular strategies for ABC sampling that we have adapted to perform exact Bayesian inference, and compare them on several model problems. We find that one sampler was impractical for exact inference due to its sensitivity to a key normalizing constant, and additionally highlight sensitivities of both samplers to various algorithmic parameters and model conditions. We conclude with a study of the O'Hara–Rudy cardiac action potential model to quantify the uncertainty amplification resulting from employing ABC using a set of clinically relevant biomarkers. We hope that this work serves to guide the implementation and comparative assessment of Bayesian and ABC sampling techniques in biological models.


2020 ◽  
Vol 4 (OOPSLA) ◽  
pp. 1-30
Author(s):  
Martin Avanzini ◽  
Georg Moser ◽  
Michael Schaper

2018 ◽  
Vol 53 (4) ◽  
pp. 571-585 ◽  
Author(s):  
Marco Cusumano-Towner ◽  
Benjamin Bichsel ◽  
Timon Gehr ◽  
Martin Vechev ◽  
Vikash K. Mansinghka

2017 ◽  
Vol 1 (ICFP) ◽  
pp. 1-25 ◽  
Author(s):  
Praveen Narayanan ◽  
Chung-chieh Shan

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