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Exact Bayesian Inference for Loopy Probabilistic Programs using Generating Functions

OOPSLA 8(OOPSLA1)2024
Lutz Klinkenberg, Christian Blumenthal, Mingshuai Chen, Darion Haase, Joost-Pieter Katoen

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原文摘要(Abstract)

We present an exact Bayesian inference method for inferring posterior distributions encoded by probabilistic programs featuring possibly unbounded loops . Our method is built on a denotational semantics represented by probability generating functions , which resolves semantic intricacies induced by intertwining discrete probabilistic loops with conditioning (for encoding posterior observations). We implement our method in a tool called Prodigy; 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 Prodigy can handle various infinite-state loopy programs and exhibits comparable performance to state-of-the-art exact inference tools over loop-free benchmarks.

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BibTeX
@article{paperbot2548,
  title = {Exact Bayesian Inference for Loopy Probabilistic Programs using Generating Functions},
  author = {Lutz Klinkenberg and Christian Blumenthal and Mingshuai Chen and Darion Haase and Joost-Pieter Katoen},
  journal = {Proceedings of the ACM on Programming Languages},
  volume = {8},
  number = {OOPSLA1},
  year = {2024},
  doi = {10.1145/3649844}
}