Rigorous Approximation of Posterior Inference for Probabilistic ProgramsRemote
Existing inference methods for probabilistic program are either stochastic (e.g. MCMC, SVI) or exact (e.g. using computer algebra). Stochastic methods may converge slowly, which can be difficult to detect. Exact inference, on the other hand, requires restrictions on the class of supported programs, such as disallowing recursion. We propose to approximate the posterior not in a stochastic way, but to compute rigorous bounds on the posterior. To achieve this for general probabilistic programs, allowing recursion, we use a semantics based on interval traces and interval arithmetic, together with a type and constraint system. We have proved soundness and (under mild conditions) completeness of our approach. Our prototype implementation gives promising results that allow us to recognize wrong inference results.
Slides (FabianZaiserLAFI2022Slides.pdf) | 369KiB |
Sun 16 JanDisplayed time zone: Eastern Time (US & Canada) change
15:05 - 16:20 | |||
15:05 18mTalk | Towards Denotational Semantics of AD for Higher-Order, Recursive, Probabilistic LanguagesRemote LAFI Alexander K. Lew Massachusetts Institute of Technology, USA, Mathieu Huot Oxford University, Vikash K. Mansinghka MIT File Attached | ||
15:23 18mTalk | A Language and Smoothed Semantics for Convergent Stochastic Gradient DescentRemote LAFI File Attached | ||
15:42 18mTalk | Nonparametric Involutive Markov Chain Monte CarloRemote LAFI Carol Mak University of Oxford, Fabian Zaiser University of Oxford, C.-H. Luke Ong University of Oxford File Attached | ||
16:01 18mTalk | Rigorous Approximation of Posterior Inference for Probabilistic ProgramsRemote LAFI Fabian Zaiser University of Oxford, Raven Beutner CISPA Helmholtz Center for Information Security, Germany, C.-H. Luke Ong University of Oxford File Attached |