Chung-chieh Shan

David Chiang, Chung-chieh Shan

It is natural for probabilistic programs to use conditionals to express alternative substructures in models, and loops (recursion) to express repeated substructures in models. Thus, probabilistic programs with conditionals and recursion motivate ongoing interest in efficient and general inference. A factor graph grammar (FGG) generates a set of factor graphs that do not all need to be enumerated in order to perform inference. We provide a semantics-preserving translation from first-order probabilistic programs with conditionals and recursion to FGGs.

Robert Zinkov, Chung-chieh Shan

Probabilistic inference procedures are usually coded painstakingly from scratch, for each target model and each inference algorithm. We reduce this effort by generating inference procedures from models automatically. We make this code generation modular by decomposing inference algorithms into reusable program-to-program transformations. These transformations perform exact inference as well as generate probabilistic programs that compute expectations, densities, and MCMC samples. The resulting inference procedures are about as accurate and fast as other probabilistic programming systems on real-world problems.

Oleg Kiselyov, Chung-chieh Shan

Probabilistic programming languages and modeling toolkits are two modular ways to build and reuse stochastic models and inference procedures. Combining strengths of both, we express models and inference as generalized coroutines in the same general-purpose language. We use existing facilities of the language, such as rich libraries, optimizing compilers, and types, to develop concise, declarative, and realistic models with competitive performance on exact and approximate inference. In particular, a wide range of models can be expressed using memoization. Because deterministic parts of models run at full speed, custom inference procedures are trivial to incorporate, and inference procedures can reason about themselves without interpretive overhead. Within this framework, we introduce a new, general algorithm for importance sampling with look-ahead.