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arxiv: 1812.07439 · v1 · pith:ODZJCCYNnew · submitted 2018-12-18 · 💻 cs.PL

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

classification 💻 cs.PL
keywords probabilisticalignmentcarloinferencemonteprogrammingsequentialautomatic
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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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