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Tom Rainforth
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We formalize the notion of nesting probabilistic programming queries and investigate the resulting statistical implications. We demonstrate that while query nesting allows the definition of models which could not otherwise be expressed, such as those involving agents reasoning about other agents, existing systems take approaches which lead to inconsistent estimates. We show how to correct this by delineating possible ways one might want to nest queries and asserting the respective conditions required for convergence. We further introduce a new online nested Monte Carlo estimator that makes it substantially easier to ensure these conditions are met, thereby providing a simple framework for designing statistically correct inference engines. We prove the correctness of this online estimator and show that, when using the recommended setup, its asymptotic variance is always better than that of the equivalent fixed estimator, while its bias is always within a factor of two.
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This paper investigates the usage of generating functions (GFs) encoding measures over the program variables for reasoning about discrete probabilistic programs. To that end, we define a denotational GF-transformer semantics for probabilistic while-programs, and show that it instantiates Kozens seminal distribution transformer semantics. We then study the effective usage of GFs for program analysis. We show that finitely expressible GFs enable checking super-invariants by means of computer algebra tools, and that they can be used to determine termination probabilities. The paper concludes by characterizing a class of -- possibly infinite-state -- programs whose semantics is a rational GF encoding a discrete phase-type distribution.
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Probabilistic programming languages can simplify the development of machine learning techniques, but only if inference is sufficiently scalable. Unfortunately, Bayesian parameter estimation for highly coupled models such as regressions and state-space models still scales poorly; each MCMC transition takes linear time in the number of observations. This paper describes a sublinear-time algorithm for making Metropolis-Hastings (MH) updates to latent variables in probabilistic programs. The approach generalizes recently introduced approximate MH techniques: instead of subsampling data items assumed to be independent, it subsamples edges in a dynamically constructed graphical model. It thus applies to a broader class of problems and interoperates with other general-purpose inference techniques. Empirical results, including confirmation of sublinear per-transition scaling, are presented for Bayesian logistic regression, nonlinear classification via joint Dirichlet process mixtures, and parameter estimation for stochastic volatility models (with state estimation via particle MCMC). All three applications use the same implementation, and each requires under 20 lines of probabilistic code.
Concurrent Constraint Programming (CCP) is a declarative model for concurrency where agents interact by telling and asking constraints (pieces of information) in a shared store. Some previous works have developed (approximated) declarative debuggers for CCP languages. However, the task of debugging concurrent programs remains difficult. In this paper we define a dynamic slicer for CCP and we show it to be a useful companion tool for the existing debugging techniques. Our technique starts by considering a partial computation (a trace) that shows the presence of bugs. Often, the quantity of information in such a trace is overwhelming, and the user gets easily lost, since she cannot focus on the sources of the bugs. Our slicer allows for marking part of the state of the computation and assists the user to eliminate most of the redundant information in order to highlight the errors. We show that this technique can be tailored to timed variants of CCP. We also develop a prototypical implementation freely available for making experiments.
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