Deriving probability density functions from probabilistic functional programs

DOI10.1007/978-3-642-36742-7_35MaRDI QIDQ5326349zbMATH OpenOpenAlexFDO

Authors Sooraj Bhat, Johannes Borgström, Andrew D. Gordon, Claudio Russo

Publication date 5 August 2013

Published in Tools and Algorithms for the Construction and Analysis of Systems (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1704.00917

Mathematics Subject Classification ID

Functional programming and lambda calculus (68N18) Other programming paradigms (object-oriented, sequential, concurrent, automatic, etc.) (68N19) Theory of compilers and interpreters (68N20)

Abstract: The probability density function of a probability distribution is a fundamental concept in probability theory and a key ingredient in various widely used machine learning methods. However, the necessary framework for compiling probabilistic functional programs to density functions has only recently been developed. In this work, we present a density compiler for a probabilistic language with failure and both discrete and continuous distributions, and provide a proof of its soundness. The compiler greatly reduces the development effort of domain experts, which we demonstrate by solving inference problems from various scientific applications, such as modelling the global carbon cycle, using a standard Markov chain Monte Carlo framework.

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Uses Software

• Filzbach

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