Guaranteed Bounds for Posterior Inference in Universal Probabilistic Programming

Beutner, Raven; Ong, C.-H. Luke; Zaiser, Fabian

doi:10.48550/arxiv.2204.02948

2022

DOI: 10.48550/arxiv.2204.02948

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Guaranteed Bounds for Posterior Inference in Universal Probabilistic Programming

Raven Beutner¹,

C.-H. Luke Ong²,

Fabian Zaiser³

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2024

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Bit Blasting Probabilistic Programs

Garg,

Holtzen,

Van den Broeck

et al. 2024

Proc. ACM Program. Lang.

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Probabilistic programming languages (PPLs) are an expressive means for creating and reasoning about probabilistic models. Unfortunately hybrid probabilistic programs that involve both continuous and discrete structures are not well supported by today’s PPLs. In this paper we develop a new approximate inference algorithm for hybrid probabilistic programs that first discretizes the continuous distributions and then performs discrete inference on the resulting program. The key novelty is a form of discretization that we call bit blasting , which uses a binary representation of numbers such that a domain of 2 b discretized points can be succinctly represented as a discrete probabilistic program over poly ( b ) Boolean random variables. Surprisingly, we prove that many common continuous distributions can be bit blasted in a manner that incurs no loss of accuracy over an explicit discretization and supports efficient probabilistic inference. We have built a probabilistic programming system for hybrid programs called HyBit, which employs bit blasting followed by discrete probabilistic inference. We empirically demonstrate the benefits of our approach over existing sampling-based and symbolic inference approaches.

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Bit Blasting Probabilistic Programs

Garg,

Holtzen,

Van den Broeck

et al. 2024

Proc. ACM Program. Lang.

View full text Add to dashboard Cite

show abstract

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Guaranteed Bounds for Posterior Inference in Universal Probabilistic Programming

Cited by 1 publication

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Bit Blasting Probabilistic Programs

Bit Blasting Probabilistic Programs

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