Conditional Independence by Typing

A central goal of probabilistic programming languages (PPLs) is to separate modelling from inference. However, this goal is hard to achieve in practice. Users are often forced to re-write their models to improve efficiency of inference or meet restrictions imposed by the PPL. Conditional independence (CI) relationships among parameters are a crucial aspect of probabilistic models that capture a qualitative summary of the specified model and can facilitate more efficient inference. We present an information flow type system for probabilistic programming that captures conditional independence (CI) relationships and show that, for a well-typed program in our system, the distribution it implements is guaranteed to have certain CI-relationships. Further, by using type inference, we can statically deduce which CI-properties are present in a specified model. As a practical application, we consider the problem of how to perform inference on models with mixed discrete and continuous parameters. Inference on such models is challenging in many existing PPLs, but can be improved through a workaround, where the discrete parameters are used implicitly , at the expense of manual model re-writing. We present a source-to-source semantics-preserving transformation, which uses our CI-type system to automate this workaround by eliminating the discrete parameters from a probabilistic program. The resulting program can be seen as a hybrid inference algorithm on the original program, where continuous parameters can be drawn using efficient gradient-based inference methods, while the discrete parameters are inferred using variable elimination. We implement our CI-type system and its example application in SlicStan: a compositional variant of Stan. 1

Fully abstract models for effectful λ-calculi via category-theoretic logical relations

We present a construction which, under suitable assumptions, takes a model of Moggi’s computational λ-calculus with sum types, effect operations and primitives, and yields a model that is adequate and fully abstract. The construction, which uses the theory of fibrations, categorical glueing, ⊤⊤-lifting, and ⊤⊤-closure, takes inspiration from O’Hearn & Riecke’s fully abstract model for PCF. Our construction can be applied in the category of sets and functions, as well as the category of diffeological spaces and smooth maps and the category of quasi-Borel spaces, which have been studied as semantics for differentiable and probabilistic programming.

Statically bounded-memory delayed sampling for probabilistic streams

Probabilistic programming languages aid developers performing Bayesian inference. These languages provide programming constructs and tools for probabilistic modeling and automated inference. Prior work introduced a probabilistic programming language, ProbZelus, to extend probabilistic programming functionality to unbounded streams of data. This work demonstrated that the delayed sampling inference algorithm could be extended to work in a streaming context. ProbZelus showed that while delayed sampling could be effectively deployed on some programs, depending on the probabilistic model under consideration, delayed sampling is not guaranteed to use a bounded amount of memory over the course of the execution of the program. In this paper, we the present conditions on a probabilistic program’s execution under which delayed sampling will execute in bounded memory. The two conditions are dataflow properties of the core operations of delayed sampling: the m -consumed property and the unseparated paths property . A program executes in bounded memory under delayed sampling if, and only if, it satisfies the m -consumed and unseparated paths properties. We propose a static analysis that abstracts over these properties to soundly ensure that any program that passes the analysis satisfies these properties, and thus executes in bounded memory under delayed sampling.

Estimating Ground-Motion Models via Bayesian Inference using Stan

We provide a simple introduction to the estimation of ground-motion models via Bayesian inference and the probabilistic programming language Stan.We show one ca implement a simple ground-motion model in Stan, and how can run the program from the computer environment R.We also show how one can access the results, and plot summaries of estimated parameters.A large number of different Stan models for the development https://github.com/pstafford/StanGMMTutorial.