Automatic Alignment of Sequential Monte Carlo Inference in Higher-Order Probabilistic Programs

December 18, 2018 Β· Declared Dead Β· πŸ› arXiv.org

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Authors Daniel LundΓ©n, David Broman, Fredrik Ronquist, Lawrence M. Murray arXiv ID 1812.07439 Category cs.PL: Programming Languages Citations 8 Venue arXiv.org Last Checked 3 months ago
Abstract
Probabilistic programming is a programming paradigm for expressing flexible probabilistic models. Implementations of probabilistic programming languages employ a variety of inference algorithms, where sequential Monte Carlo methods are commonly used. A problem with current state-of-the-art implementations using sequential Monte Carlo inference is the alignment of program synchronization points. We propose a new static analysis approach based on the 0-CFA algorithm for automatically aligning higher-order probabilistic programs. We evaluate the automatic alignment on a phylogenetic model, showing a significant decrease in runtime and increase in accuracy.
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