Even probabilistic programs with while loops and dynamic sample labels factor into one density term per labelled sample statement, and this static factorization accelerates three Bayesian inference algorithms.
Static Analysis for Probabilistic Programs
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abstract
Probabilistic programming is a powerful abstraction for statistical machine learning. Applying static analysis methods to probabilistic programs could serve to optimize the learning process, automatically verify properties of models, and improve the programming interface for users. This field of static analysis for probabilistic programming (SAPP) is young and unorganized, consisting of a constellation of techniques with various goals and limitations. The primary aim of this work is to synthesize the major contributions of the SAPP field within an organizing structure and context. We provide technical background for static analysis and probabilistic programming, suggest a functional taxonomy for probabilistic programming languages, and analyze the applicability of major ideas in the SAPP field. We conclude that, while current static analysis techniques for probabilistic programs have practical limitations, there are a number of future directions with high potential to improve the state of statistical machine learning.
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Static Factorisation of Probabilistic Programs With User-Labelled Sample Statements and While Loops
Even probabilistic programs with while loops and dynamic sample labels factor into one density term per labelled sample statement, and this static factorization accelerates three Bayesian inference algorithms.