Sun 16 Jan 2022 16:01 - 16:20 at LAFI - Contributed talks Chair(s): Christine Tasson

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.

Sun 16 Jan

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15:05 - 16:20
Contributed talksLAFI at LAFI
Chair(s): Christine Tasson Sorbonne Université — LIP6
15:05
18m
Talk
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
18m
Talk
A Language and Smoothed Semantics for Convergent Stochastic Gradient DescentRemote
LAFI
Dominik Wagner University of Oxford, C.-H. Luke Ong University of Oxford
File Attached
15:42
18m
Talk
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
18m
Talk
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