Applications of Probabilistic Programming (Master's thesis, 2015)

By Yura N. Perov. 2016

4 citations recorded by the source corpus.

This thesis describes work on two applications of probabilistic programming: the learning of probabilistic program code given specifications, in particular program code of one-dimensional samplers; and the facilitation of sequential Monte Carlo inference with help of data-driven proposals. The latter is presented with experimental results on a linear Gaussian model and a non-parametric dependent Dirichlet process mixture of objects model for object recognition and tracking. In Chapter 1 we provide a brief introduction to probabilistic programming. In Chapter 3 we present an approach to automatic discovery of samplers in the form of probabilistic programs. We formulate a Bayesian approach to this problem by specifying a grammar-based prior over probabilistic program code. We use an approximate Bayesian computation method to learn the programs, whose executions generate samples that statistically match observed data or analytical characteristics of distributions of interest. In our experiments we leverage different probabilistic programming systems to perform Markov chain Monte Carlo sampling over the space of programs. Experimental results have demonstrated that, using the proposed methodology, we can learn approximate and even some exact samplers. Finally, we show that our results are competitive with regard to genetic programming methods. In Chapter 3, we describe a way to facilitate sequential Monte Carlo inference in probabilistic programming using data-driven proposals. In particular, we develop a distance-based proposal for the non-parametric dependent Dirichlet process mixture of objects model. We implement this approach in the probabilistic programming system Anglican, and show that for that model data-driven proposals provide significant performance improvements. We also explore the possibility of using neural networks to improve data-driven proposals.

Subfields: Artificial Intelligence, Probabilistic & Bayesian Methods

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Citations in the corpus

MultiVerse: Causal Reasoning using Importance Sampling in Probabilistic Programming (2019, methodology): “Probabilistic programming systems (Gordon et al., 2014; Perov, 2016; van de Meent et al., 2018) allow a user to: (a) write and iterate over generative probabilistic models as programs easily, (b) set arbitrary evidence for observed variables, and (c) use out-of-the-box, mostly approximate,…”