Many probabilistic programming languages allow programs to be run under constraints in order to carry out Bayesian inference. Running programs under constraints could enable other uses such as rare event simulation and probabilistic verification, except that all such probabilistic languages are necessarily limited because they are defined or implemented in terms of an impoverished theory of probability. Measure-theoretic probability provides a more general foundation, but its generality makes finding computational content difficult. We develop a measure-theoretic semantics for a first-order probabilistic language with recursion, which interprets programs as functions that compute preimages. Preimage functions are generally uncomputable, so we derive an approximating semantics. We implement the approximating semantics and use the implementation to carry out Bayesian inference, stochastic ray tracing, and probabilistic verification of floating-point error bounds.
Tue 14 AprDisplayed time zone: Azores change
10:30 - 12:30 | |||
10:30 30mTalk | Probabilistic Programs as Spreadsheet Queries ESOP Andrew D. Gordon Microsoft Research and University of Edinburgh, Claudio Russo Microsoft Research, Marcin Szymczak University of Edinburgh, Johannes Borgström Uppsala University, Nicolas Rolland Microsoft Research, Thore Graepel Microsoft Research, Daniel Tarlow Microsoft Research | ||
11:00 30mTalk | Static Analysis of Spreadsheet Applications for Type-Unsafe Operations Detection ESOP | ||
11:30 30mTalk | Running Probabilistic Programs Backwards ESOP | ||
12:00 30mTalk | A Verified Compiler for Probability Density Functions ESOP Manuel Eberl Technische Universität München, Johannes Hölzl Technische Universität München, Tobias Nipkow Technische Universität München |