ADEV: Sound automatic differentiation of expected values of probabilistic programs

AK Lew, M Huot, S Staton, VK Mansinghka - Proceedings of the ACM on …, 2023 - dl.acm.org
Optimizing the expected values of probabilistic processes is a central problem in computer
science and its applications, arising in fields ranging from artificial intelligence to operations …

Systematically differentiating parametric discontinuities

SP Bangaru, J Michel, K Mu, G Bernstein… - ACM Transactions on …, 2021 - dl.acm.org
Emerging research in computer graphics, inverse problems, and machine learning requires
us to differentiate and optimize parametric discontinuities. These discontinuities appear in …

SPPL: probabilistic programming with fast exact symbolic inference

FA Saad, MC Rinard, VK Mansinghka - Proceedings of the 42nd acm …, 2021 - dl.acm.org
We present the Sum-Product Probabilistic Language (SPPL), a new probabilistic
programming language that automatically delivers exact solutions to a broad range of …

Scaling integer arithmetic in probabilistic programs

WX Cao, P Garg, R Tjoa, S Holtzen… - Uncertainty in …, 2023 - proceedings.mlr.press
Distributions on integers are ubiquitous in probabilistic modeling but remain challenging for
many of today's probabilistic programming languages (PPLs). The core challenge comes …

Structural foundations for probabilistic programming languages

DM Stein - 2021 - ora.ox.ac.uk
Probability theory and statistics are fundamental disciplines in a data-driven world. Synthetic
probability theory is a general, axiomatic formalism to describe their underlying structures …

Affine monads and lazy structures for Bayesian programming

S Dash, Y Kaddar, H Paquet, S Staton - Proceedings of the ACM on …, 2023 - dl.acm.org
We show that streams and lazy data structures are a natural idiom for programming with
infinite-dimensional Bayesian methods such as Poisson processes, Gaussian processes …

Raising expectations: automating expected cost analysis with types

D Wang, DM Kahn, J Hoffmann - Proceedings of the ACM on …, 2020 - dl.acm.org
This article presents a type-based analysis for deriving upper bounds on the expected
execution cost of probabilistic programs. The analysis is naturally compositional, parametric …

Probabilistic Programming with Programmable Variational Inference

MCR Becker, AK Lew, X Wang, M Ghavami… - Proceedings of the …, 2024 - dl.acm.org
Compared to the wide array of advanced Monte Carlo methods supported by modern
probabilistic programming languages (PPLs), PPL support for variational inference (VI) is …

Recursive Monte Carlo and variational inference with auxiliary variables

AK Lew, M Cusumano-Towner… - Uncertainty in …, 2022 - proceedings.mlr.press
A key design constraint when implementing Monte Carlo and variational inference
algorithms is that it must be possible to cheaply and exactly evaluate the marginal densities …

ωPAP spaces: Reasoning denotationally about higher-order, recursive probabilistic and differentiable programs

M Huot, AK Lew, VK Mansinghka… - 2023 38th Annual ACM …, 2023 - ieeexplore.ieee.org
We introduce a new setting, the category of ωPAP spaces, for reasoning denotationally
about expressive differentiable and probabilistic programming languages. Our semantics is …