We present GenJAX, a new language and compiler for vectorized programmable probabilistic inference. GenJAX integrates the vectorizing map (vmap) operation from array programming frameworks such as JAX into the programmable inference paradigm, enabling compositional vectorization of features such as probabilistic program traces, stochastic branching (for expressing mixture models), and programmable inference interfaces for writing custom probabilistic inference algorithms. We formalize vectorization as a source-to-source program transformation on a core calculus for probabilistic programming ( λ GEN ), and prove that it correctly vectorizes both modeling and inference operations. We have implemented our approach in the GenJAX language and compiler, and have empirically evaluated this implementation on several benchmarks and case studies. Our results show that our implementation supports a wide and expressive set of programmable inference patterns and delivers performance comparable to hand-optimized JAX code.

Inference in probabilistic programs generally requires evaluating many possible program executions to find those of high posterior density. To scale inference to large datasets, it is crucial that expensive intermediate results are shared across these many evaluations, rather than recomputed from scratch. This paper presents a new approach to realizing this sharing, based on incremental computation , a technique for efficiently recomputing (deterministic) program outputs when program inputs change. First, we show how expressive probabilistic programs can be compiled to deterministic ones that compute their density functions. Then, building on the incremental λ-calculus, we develop a general technique for compositionally incrementalizing expressive functional programs, and apply it to these densities. The resulting incremental densities can be used to accelerate a broad range of Monte Carlo inference algorithms, including for nonparametric models not well supported by existing systems. Furthermore, our decomposition of incremental density computation into separate density and incrementalization steps allows for modular reasoning about correctness—a key pain point in existing systems, where ad-hoc incrementalization features are a known source of soundness bugs. We develop denotational logical relations arguments for the correctness of each step independently, and implement the approach in a Julia prototype, finding that it leads to asymptotic runtime improvements in the size of the dataset on a range of models and inference algorithms.

A wide range of LM applications require generating text that conforms to syntactic or semantic constraints. Imposing such constraints can be naturally framed as _probabilistic conditioning_, but exact generation from the resulting distribution—which can differ substantially from the LM’s base distribution—is generally intractable. In this work, we develop an architecture for controlled LM generation based on sequential Monte Carlo (SMC). Our SMC framework allows us to flexibly incorporate domain- and problem-specific constraints at inference time, and efficiently reallocate computational resources in light of new information during the course of generation. By comparing to a number of alternatives and ablations on four challenging domains---Python code generation for data science, text-to-SQL, goal inference, and molecule synthesis—we demonstrate that, with little overhead, our approach allows small open-source language models to outperform models over 8$\times$ larger, as well as closed-source, fine-tuned ones. In support of the probabilistic perspective, we show that these performance improvements are driven by better approximation to the posterior distribution. [Our system](https://github.com/probcomp/genlm-control) builds on the framework of Lew et al. (2023) and integrates with its _language model probabilistic programming language_, giving users a simple, programmable way to apply SMC to a broad variety of controlled generation problems.

We present new techniques for exact and approximate inference in discrete probabilistic programs, based on two new ways of exploiting lazy evaluation. First, we show how knowledge compilation, a state-of-the art technique for exact inference in discrete probabilistic programs, can be made lazy, enabling asymptotic speed-ups. Second, we show how a probabilistic program’s lazy semantics naturally give rise to a division of its random choices into subproblems, which can be solved in sequence by sequential Monte Carlo with locallyoptimal proposals automatically computed via lazy knowledge compilation. We implement our approach in a new tool, Pluck , and evaluate its performance against state-of-the-art approaches to inference in discrete probabilistic languages. We !nd that on a suite of inference benchmarks, lazy knowledge compilation can be faster than state-of-the-art approaches, sometimes by orders of magnitude.

Abstract How do people understand and evaluate claims about others’ beliefs, even though these beliefs cannot be directly observed? In this paper, we introduce a cognitive model of epistemic language interpretation, grounded in Bayesian inferences about other agents’ goals, beliefs, and intentions: a language-augmented Bayesian theory-of-mind (LaBToM). By translating natural language into an epistemic “language-of-thought” with grammar-constrained LLM decoding, then evaluating these translations against the inferences produced by inverting a generative model of rational action and perception, LaBToM captures graded plausibility judgments of epistemic claims. We validate our model in an experiment where participants watch an agent navigate a maze to find keys hidden in boxes needed to reach their goal, then rate sentences about the agent’s beliefs. In contrast with multimodal LLMs (GPT-4o, Gemini Pro) and ablated models, our model correlates highly with human judgments for a wide range of expressions, including modal language, uncertainty expressions, knowledge claims, likelihood comparisons, and attributions of false belief.

Compared to the wide array of advanced Monte Carlo methods supported by modern probabilistic programming languages (PPLs), PPL support for variational inference (VI) is less developed: users are typically limited to a predefined selection of variational objectives and gradient estimators, which are implemented monolithically (and without formal correctness arguments) in PPL backends. In this paper, we propose a more modular approach to supporting variational inference in PPLs, based on compositional program transformation. In our approach, variational objectives are expressed as programs, that may employ first-class constructs for computing densities of and expected values under user-defined models and variational families. We then transform these programs systematically into unbiased gradient estimators for optimizing the objectives they define. Our design enables modular reasoning about many interacting concerns, including automatic differentiation, density accumulation, tracing, and the application of unbiased gradient estimation strategies. Additionally, relative to existing support for VI in PPLs, our design increases expressiveness along three axes: (1) it supports an open-ended set of user-defined variational objectives, rather than a fixed menu of options; (2) it supports a combinatorial space of gradient estimation strategies, many not automated by today’s PPLs; and (3) it supports a broader class of models and variational families, because it supports constructs for approximate marginalization and normalization (previously introduced only for Monte Carlo inference). We implement our approach in an extension to the Gen probabilistic programming system (genjax.vi, implemented inJAX), and evaluate our automation on several deep generative modeling tasks, showing minimal performance overhead vs. hand-coded implementations and performance competitive with well-established open-source PPLs.

This article presents GenSQL, a probabilistic programming system for querying probabilistic generative models of database tables. By augmenting SQL with only a few key primitives for querying probabilistic models, GenSQL enables complex Bayesian inference workflows to be concisely implemented. GenSQL’s query planner rests on a unified programmatic interface for interacting with probabilistic models of tabular data, which makes it possible to use models written in a variety of probabilistic programming languages that are tailored to specific workflows. Probabilistic models may be automatically learned via probabilistic program synthesis, hand-designed, or a combination of both. GenSQL is formalized using a novel type system and denotational semantics, which together enable us to establish proofs that precisely characterize its soundness guarantees. We evaluate our system on two case real-world studies—an anomaly detection in clinical trials and conditional synthetic data generation for a virtual wet lab—and show that GenSQL more accurately captures the complexity of the data as compared to common baselines. We also show that the declarative syntax in GenSQL is more concise and less error-prone as compared to several alternatives. Finally, GenSQL delivers a 1.7-6.8x speedup compared to its closest competitor on a representative benchmark set and runs in comparable time to hand-written code, in part due to its reusable optimizations and code specialization.

The problem of inferring object shape from a single 2D image is underconstrained. Prior knowledge about what objects are plausible can help, but even given such prior knowledge there may still be uncertainty about the shapes of occluded parts of objects. Recently, conditional neural radiance field (NeRF) models have been developed that can learn to infer good point estimates of 3D models from single 2D images. The problem of inferring uncertainty estimates for these models has received less attention. In this work, we propose probabilistic NeRF (ProbNeRF), a model and inference strategy for learning probabilistic generative models of 3D objects’ shapes and appearances, and for doing posterior inference to recover those properties from 2D images. ProbNeRF is trained as a variational autoencoder, but at test time we use Hamiltonian Monte Carlo (HMC) for inference. Given one or a few 2D images of an object (which may be partially occluded), ProbNeRF is able not only to accurately model the parts it sees, but also to propose realistic and diverse hypotheses about the parts it does not see. We show that key to the success of ProbNeRF are (i) a deterministic rendering scheme, (ii) an annealed-HMC strategy, (iii) a hypernetwork-based decoder architecture, and (iv) doing inference over a full set of NeRF weights, rather than just a low-dimensional code. Videos and code are available at https://probnerf.github.io.

This paper introduces SMCP3, a method for automatically implementing custom sequential Monte Carlo samplers for inference in probabilistic programs. Unlike particle filters and resample-move SMC (Gilks and Berzuini, 2001), SMCP3 algorithms can improve the quality of samples and weights using pairs of Markov proposal kernels that are also specified by probabilistic programs. Unlike Del Moral et al. (2006b), these proposals can themselves be complex probabilistic computations that generate auxiliary variables, apply deterministic transformations, and lack tractable marginal densities. This paper also contributes an efficient implementation in Gen that eliminates the need to manually derive incremental importance weights. SMCP3 thus simultaneously expands the design space that can be explored by SMC practitioners and reduces the implementation effort. SMCP3 is illustrated using applications to 3D object tracking, state-space modeling, and data clustering, showing that SMCP3 methods can simultaneously improve the quality and reduce the cost of marginal likelihood estimation and posterior inference.

The ability to perceive and understand 3D scenes is crucial for many applications in computer vision and robotics. Inverse graphics is an appealing approach to 3D scene understanding that aims to infer the 3D scene structure from 2D images. In this paper, we introduce probabilistic modeling to the inverse graphics framework to quantify uncertainty and achieve robustness in 6D pose estimation tasks. Specifically, we propose 3D Neural Embedding Likelihood (3DNEL) as a unified probabilistic model over RGBD images, and develop efficient inference procedures on 3D scene descriptions. 3DNEL effectively combines learned neural embeddings from RGB with depth information to improve robustness in sim-to-real 6D object pose estimation from RGB-D images. Performance on the YCB-Video dataset is on par with state-of-the-art yet is much more robust in challenging regimes. In contrast to discriminative approaches, 3DNEL’s probabilistic generative formulation jointly models multiple objects in a scene, quantifies uncertainty in a principled way, and handles object pose tracking under heavy occlusion. Finally, 3DNEL provides a principled framework for incorporating prior knowledge about the scene and objects, which allows natural extension to additional tasks like camera pose tracking from video.

This paper presents a new approach to automatically discovering accurate models of complex time series data. Working within a Bayesian nonparametric prior over a symbolic space of Gaussian process time series models, we present a novel structure learning algorithm that integrates sequential Monte Carlo (SMC) and involutive MCMC for highly effective posterior inference. Our method can be used both in "online” settings, where new data is incorporated sequentially in time, and in “offline” settings, by using nested subsets of historical data to anneal the posterior. Empirical measurements on real-world time series show that our method can deliver 10x–100x runtime speedups over previous MCMC and greedy-search structure learning algorithms targeting the same model family. We use our method to perform the first large-scale evaluation of Gaussian process time series structure learning on a prominent benchmark of 1,428 econometric datasets. The results show that our method discovers sensible models that deliver more accurate point forecasts and interval forecasts over multiple horizons as compared to widely used statistical and neural baselines that struggle on this challenging data.

We introduce a new setting, the category of ωPAP spaces, for reasoning denotationally about expressive differentiable and probabilistic programming languages. Our semantics is general enough to assign meanings to most practical probabilistic and differentiable programs, including those that use general recursion, higher-order functions, discontinuous primitives, and discrete and continuous sampling. But crucially, it is also specific enough to exclude many pathological denotations, enabling us to establish new results about differentiable and probabilistic programs. In the differentiable setting, we prove general correctness theorems for automatic differentiation and its use within gradient descent. In the probabilistic setting, we establish the almost-everywhere differentiability of probabilistic programs’ trace density functions, and the existence of convenient base measures for density computation in Monte Carlo inference. In some cases these results were previously known, but required detailed proofs of an operational flavor; by contrast, all our proofs work directly with programs’ denotations.

We present a new approach to the design and implementation of probabilistic programming languages (PPLs), based on the idea of stochastically estimating the probability density ratios necessary for probabilistic inference. By relaxing the usual PPL design constraint that these densities be computed exactly, we are able to eliminate many common restrictions in current PPLs, to deliver a language that, for the first time, simultaneously supports first-class constructs for marginalization and nested inference, unrestricted stochastic control flow, continuous and discrete sampling, and programmable inference with custom proposals. At the heart of our approach is a new technique for compiling these expressive probabilistic programs into randomized algorithms for unbiasedly estimating their densities and density reciprocals. We employ these stochastic probability estimators within modified Monte Carlo inference algorithms that are guaranteed to be sound despite their reliance on inexact estimates of density ratios. We establish the correctness of our compiler using logical relations over the semantics of λSP, a new core calculus for modeling and inference with stochastic probabilities. We also implement our approach in an open-source extension to Gen, called GenSP, and evaluate it on six challenging inference problems adapted from the modeling and inference literature. We find that: (1) ‍can automate fast density estimators for programs with very expensive exact densities; (2) convergence of inference is mostly unaffected by the noise from these estimators; and (3) our sound-by-construction estimators are competitive with hand-coded density estimators, incurring only a small constant-factor overhead.

Optimizing the expected values of probabilistic processes is a central problem in computer science and its applications, arising in fields ranging from artificial intelligence to operations research to statistical computing. Unfortunately, automatic differentiation techniques developed for deterministic programs do not in general compute the correct gradients needed for widely used solutions based on gradient-based optimization. In this paper, we present ADEV, an extension to forward-mode AD that correctly differentiates the expectations of probabilistic processes represented as programs that make random choices. Our algorithm is a source-to-source program transformation on an expressive, higher-order language for probabilistic computation, with both discrete and continuous probability distributions. The result of our transformation is a new probabilistic program, whose expected return value is the derivative of the original program’s expectation. This output program can be run to generate unbiased Monte Carlo estimates of the desired gradient, that can be used within the inner loop of stochastic gradient descent. We prove ADEV correct using logical relations over the denotations of the source and target probabilistic programs. Because it modularly extends forward-mode AD, our algorithm lends itself to a concise implementation strategy, which we exploit to develop a prototype in just a few dozen lines of Haskell (https://github.com/probcomp/adev).

Estimating information-theoretic quantities such as entropy and mutual information is central to many problems in statistics and machine learning, but challenging in high dimensions. This paper presents estimators of entropy via inference (EEVI), which deliver upper and lower bounds on many information quantities for arbitrary variables in a probabilistic generative model. These estimators use importance sampling with proposal distribution families that include amortized variational inference and sequential Monte Carlo, which can be tailored to the target model and used to squeeze true information values with high accuracy. We present several theoretical properties of EEVI and demonstrate scalability and efficacy on two problems from the medical domain: (i) in an expert system for diagnosing liver disorders, we rank medical tests according to how informative they are about latent diseases, given a pattern of observed symptoms and patient attributes; and (ii) in a differential equation model of carbohydrate metabolism, we find optimal times to take blood glucose measurements that maximize information about a diabetic patient’s insulin sensitivity, given their meal and medication schedule.

Visual servoing enables robotic systems to perform accurate closed-loop control, which is required in many applications. However, existing methods require either precise calibration of the robot kinematic model and cameras or use neural architectures that require large amounts of data to train. In this work, we present a method for unsupervised learning of visual servoing that does not require any prior calibration and is extremely data-efficient. Our key insight is that visual servoing does not depend on identifying the veridical kinematic and camera parameters, but instead only on an accurate generative model of image feature observations from the joint positions of the robot. We demonstrate that with our model architecture and learning algorithm, we can consistently learn accurate models from less than 50 training samples (which amounts to less than 1 min of unsupervised data collection), and that such data-efficient learning is not possible with standard neural architectures. Further, we show that by using the generative model in the loop and learning online, we can enable a robotic system to recover from calibration errors and to detect and quickly adapt to possibly unexpected changes in the robot-camera system (e.g. bumped camera, new objects).

A key design constraint when implementing Monte Carlo and variational inference algorithms is that it must be possible to cheaply and exactly evaluate the marginal densities of proposal distributions and variational families. This takes many interesting proposals off the table, such as those based on involved simulations or stochastic optimization. This paper broadens the design space, by presenting a framework for applying Monte Carlo and variational inference algorithms when proposal densities cannot be exactly evaluated. Our framework, recursive auxiliary-variable inference (RAVI), instead approximates the necessary densities using meta-inference: an additional layer of Monte Carlo or variational inference, that targets the proposal, rather than the model. RAVI generalizes and unifies several existing methods for inference with expressive approximating families, which we show correspond to specific choices of meta-inference algorithm, and provides new theory for analyzing their bias and variance. We illustrate RAVI’s design framework and theorems by using them to analyze and improve upon Salimans et al.’s Markov Chain Variational Inference, and to design a novel sampler for Dirichlet process mixtures, achieving state-of-the-art results on a standard benchmark dataset from astronomy and on a challenging datacleaning task with Medicare hospital data.

Data cleaning is naturally framed as probabilistic inference in a generative model of ground-truth data and likely errors, but the diversity of real-world error patterns and the hardness of inference make Bayesian approaches difficult to automate. We present PClean, a probabilistic programming language (PPL) for leveraging dataset-specific knowledge to automate Bayesian cleaning. Compared to general-purpose PPLs, PClean tackles a restricted problem domain, enabling three modeling and inference innovations: (1) a non-parametric model of relational database instances, which users’ programs customize; (2) a novel sequential Monte Carlo inference algorithm that exploits the structure of PClean’s model class; and (3) a compiler that generates near-optimal SMC proposals and blocked-Gibbs rejuvenation kernels based on the user’s model and data. We show empirically that short (< 50-line) PClean programs can: be faster and more accurate than generic PPL inference on data-cleaning benchmarks; match state-of-the-art data-cleaning systems in terms of accuracy and runtime (unlike generic PPL inference in the same runtime); and scale to real-world datasets with millions of records.

We present 3DP3, a framework for inverse graphics that uses inference in a structured generative model of objects, scenes, and images. 3DP3 uses (i) voxel models to represent the 3D shape of objects, (ii) hierarchical scene graphs to decompose scenes into objects and the contacts between them, and (iii) depth image likelihoods based on real-time graphics. Given an observed RGB-D image, 3DP3's inference algorithm infers the underlying latent 3D scene, including the object poses and a parsimonious joint parametrization of these poses, using fast bottom-up pose proposals, novel involutive MCMC updates of the scene graph structure, and, optionally, neural object detectors and pose estimators. We show that 3DP3 enables scene understanding that is aware of 3D shape, occlusion, and contact structure. Our results demonstrate that 3DP3 is more accurate at 6DoF object pose estimation from real images than deep learning baselines and shows better generalization to challenging scenes with novel viewpoints, contact, and partial observability.

We present the Sum-Product Probabilistic Language (SPPL), a new probabilistic programming language that automatically delivers exact solutions to a broad range of probabilistic inference queries. SPPL translates probabilistic programs into sum-product expressions, a new symbolic representation and associated semantic domain that extends standard sum-product networks to support mixed-type distributions, numeric transformations, logical formulas, and pointwise and set-valued constraints. We formalize SPPL via a novel translation strategy from probabilistic programs to sum-product expressions and give sound exact algorithms for conditioning on and computing probabilities of events. SPPL imposes a collection of restrictions on probabilistic programs to ensure they can be translated into sum-product expressions, which allow the system to leverage new techniques for improving the scalability of translation and inference by automatically exploiting probabilistic structure. We implement a prototype of SPPL with a modular architecture and evaluate it on benchmarks the system targets, showing that it obtains up to 3500x speedups over state-of-the-art symbolic systems on tasks such as verifying the fairness of decision tree classifiers, smoothing hidden Markov models, conditioning transformed random variables, and computing rare event probabilities.

This paper describes the hierarchical infinite relational model (HIRM), a new probabilistic generative model for noisy, sparse, and heterogeneous relational data. Given a set of relations defined over a collection of domains, the model first infers multiple non-overlapping clusters of relations using a top-level Chinese restaurant process. Within each cluster of relations, a Dirichlet process mixture is then used to partition the domain entities and model the probability distribution of relation values. The HIRM generalizes the standard infinite relational model and can be used for a variety of data analysis tasks including dependence detection, clustering, and density estimation. We present new algorithms for fully Bayesian posterior inference via Gibbs sampling. We illustrate the efficacy of the method on a density estimation benchmark of twenty object-attribute datasets with up to 18 million cells and use it to discover relational structure in real-world datasets from politics and genomics.

This paper introduces a new algorithm for the fundamental problem of generating a random integer from a discrete probability distribution using a source of independent and unbiased random coin flips. We prove that this algorithm, which we call the Fast Loaded Dice Roller (FLDR), is highly efficient in both space and time: (i) the size of the sampler is guaranteed to be linear in the number of bits needed to encode the input distribution; and (ii) the expected number of bits of entropy it consumes per sample is at most 6 bits more than the information-theoretically optimal rate. We present fast implementations of the linear-time preprocessing and near-optimal sampling algorithms using unsigned integer arithmetic. Empirical evaluations on a broad set of probability distributions establish that FLDR is 2x-10x faster in both preprocessing and sampling than multiple baseline algorithms, including the widely-used alias and interval samplers. It also uses up to 10000x less space than the information-theoretically optimal sampler, at the expense of less than 1.5x runtime overhead.

Latent confounders—unobserved variables that influence both treatment and outcome—can bias estimates of causal effects. In some cases, these confounders are shared across observations, e.g. all students taking a course are influenced by the course’s difficulty in addition to any educational interventions they receive individually. This paper shows how to semiparametrically model latent confounders that have this structure and thereby improve estimates of causal effects. The key innovations are a hierarchical Bayesian model, Gaussian processes with structured latent confounders (GP-SLC), and a Monte Carlo inference algorithm for this model based on elliptical slice sampling. GP-SLC provides principled Bayesian uncertainty estimates of individual treatment effect with minimal assumptions about the functional forms relating confounders, covariates, treatment, and outcome. Finally, this paper shows GP-SLC is competitive with or more accurate than widely used causal inference techniques on three benchmark datasets, including the Infant Health and Development Program and a dataset showing the effect of changing temperatures on state-wide energy consumption across New England.

People routinely infer the goals of others by observing their actions over time. Remarkably, we can do so even when those actions lead to failure, enabling us to assist others when we detect that they might not achieve their goals. How might we endow machines with similar capabilities? Here we present an architecture capable of inferring an agent’s goals online from both optimal and non-optimal sequences of actions. Our architecture models agents as boundedly-rational planners that interleave search with execution by replanning, thereby accounting for sub-optimal behavior. These models are specified as probabilistic programs, allowing us to represent and perform efficient Bayesian inference over an agent's goals and internal planning processes. To perform such inference, we develop Sequential Inverse Plan Search (SIPS), a sequential Monte Carlo algorithm that exploits the online replanning assumption of these models, limiting computation by incrementally extending inferred plans as new actions are observed. We present experiments showing that this modeling and inference architecture outperforms Bayesian inverse reinforcement learning baselines, accurately inferring goals from both optimal and non-optimal trajectories involving failure and back-tracking, while generalizing across domains with compositional structure and sparse rewards.

Modern probabilistic programming languages aim to formalize and automate key aspects of probabilistic modeling and inference. Many languages provide constructs for programmable inference that enable developers to improve inference speed and accuracy by tailoring an algorithm for use with a particular model or dataset. Unfortunately, it is easy to use these constructs to write unsound programs that appear to run correctly but produce incorrect results. To address this problem, we present a denotational semantics for programmable inference in higher-order probabilistic programming languages, along with a type system that ensures that well-typed inference programs are sound by construction. A central insight is that the type of a probabilistic expression can track the space of its possible execution traces, not just the type of value that it returns, as these traces are often the objects that inference algorithms manipulate. We use our semantics and type system to establish soundness properties of custom inference programs that use constructs for variational, sequential Monte Carlo, importance sampling, and Markov chain Monte Carlo inference.

This paper addresses a fundamental problem in random variate generation: given access to a random source that emits a stream of independent fair bits, what is the most accurate and entropy-efficient algorithm for sampling from a discrete probability distribution ( p 1 , …, p n ), where the probabilities of the output distribution ( p̂ 1 , …, p̂ n ) of the sampling algorithm must be specified using at most k bits of precision? We present a theoretical framework for formulating this problem and provide new techniques for finding sampling algorithms that are optimal both statistically (in the sense of sampling accuracy) and information-theoretically (in the sense of entropy consumption). We leverage these results to build a system that, for a broad family of measures of statistical accuracy, delivers a sampling algorithm whose expected entropy usage is minimal among those that induce the same distribution (i.e., is “entropy-optimal”) and whose output distribution ( p̂ 1 , …, p̂ n ) is a closest approximation to the target distribution ( p 1 , …, p n ) among all entropy-optimal sampling algorithms that operate within the specified k -bit precision. This optimal approximate sampler is also a closer approximation than any (possibly entropy-suboptimal) sampler that consumes a bounded amount of entropy with the specified precision, a class which includes floating-point implementations of inversion sampling and related methods found in many software libraries. We evaluate the accuracy, entropy consumption, precision requirements, and wall-clock runtime of our optimal approximate sampling algorithms on a broad set of distributions, demonstrating the ways that they are superior to existing approximate samplers and establishing that they often consume significantly fewer resources than are needed by exact samplers.

The objective of goodness-of-fit testing is to assess whether a dataset of observations is likely to have been drawn from a candidate probability distribution. This paper presents a rank-based family of goodness-of-fit tests that is specialized to discrete distributions on high-dimensional domains. The test is readily implemented using a simulation-based, linear-time procedure. The testing procedure can be customized by the practitioner using knowledge of the underlying data domain. Unlike most existing test statistics, the proposed test statistic is distribution-free and its exact (non-asymptotic) sampling distribution is known in closed form. We establish consistency of the test against all alternatives by showing that the test statistic is distributed as a discrete uniform if and only if the samples were drawn from the candidate distribution. We illustrate its efficacy for assessing the sample quality of approximate sampling algorithms over combinatorially large spaces with intractable probabilities, including random partitions in Dirichlet process mixture models and random lattices in Ising models.

Although probabilistic programming is widely used for some restricted classes of statistical models, existing systems lack the flexibility and efficiency needed for practical use with more challenging models arising in fields like computer vision and robotics. This paper introduces Gen, a general-purpose probabilistic programming system that achieves modeling flexibility and inference efficiency via several novel language constructs: (i) the generative function interface for encapsulating probabilistic models; (ii) interoperable modeling languages that strike different flexibility/efficiency trade-offs; (iii) combinators that exploit common patterns of conditional independence; and (iv) an inference library that empowers users to implement efficient inference algorithms at a high level of abstraction. We show that Gen outperforms state-of-the-art probabilistic programming systems, sometimes by multiple orders of magnitude, on diverse problems including object tracking, estimating 3D body pose from a depth image, and inferring the structure of a time series.

We present new techniques for automatically constructing probabilistic programs for data analysis, interpretation, and prediction. These techniques work with probabilistic domain-specific data modeling languages that capture key properties of a broad class of data generating processes, using Bayesian inference to synthesize probabilistic programs in these modeling languages given observed data. We provide a precise formulation of Bayesian synthesis for automatic data modeling that identifies sufficient conditions for the resulting synthesis procedure to be sound. We also derive a general class of synthesis algorithms for domain-specific languages specified by probabilistic context-free grammars and establish the soundness of our approach for these languages. We apply the techniques to automatically synthesize probabilistic programs for time series data and multivariate tabular data. We show how to analyze the structure of the synthesized programs to compute, for key qualitative properties of interest, the probability that the underlying data generating process exhibits each of these properties. Second, we translate probabilistic programs in the domain-specific language into probabilistic programs in Venture, a general-purpose probabilistic programming system. The translated Venture programs are then executed to obtain predictions of new time series data and new multivariate data records. Experimental results show that our techniques can accurately infer qualitative structure in multiple real-world data sets and outperform standard data analysis methods in forecasting and predicting new data.

This article proposes a Bayesian nonparametric method for forecasting, imputation, and clustering in sparsely observed, multivariate time series data. The method is appropriate for jointly modeling hundreds of time series with widely varying, non-stationary dynamics. Given a collection of $N$ time series, the Bayesian model first partitions them into independent clusters using a Chinese restaurant process prior. Within a cluster, all time series are modeled jointly using a novel “temporally-reweighted” extension of the Chinese restaurant process mixture. Markov chain Monte Carlo techniques are used to obtain samples from the posterior distribution, which are then used to form predictive inferences. We apply the technique to challenging forecasting and imputation tasks using seasonal flu data from the US Center for Disease Control and Prevention, demonstrating superior forecasting accuracy and competitive imputation accuracy as compared to multiple widely used baselines. We further show that the model discovers interpretable clusters in datasets with hundreds of time series, using macroeconomic data from the Gapminder Foundation.

We present a novel approach for approximate sampling in probabilistic programs based on incremental inference. The key idea is to adapt the samples for a program P into samples for a program Q, thereby avoiding the expensive sampling computation for program Q. To enable incremental inference in probabilistic programming, our work: (i) introduces the concept of a trace translator which adapts samples from P into samples of Q, (ii) phrases this translation approach in the context of sequential Monte Carlo (SMC), which gives theoretical guarantees that the adapted samples converge to the distribution induced by Q, and (iii) shows how to obtain a concrete trace translator by establishing a correspondence between the random choices of the two probabilistic programs. We implemented our approach in two different probabilistic programming systems and showed that, compared to methods that sample the program Q from scratch, incremental inference can lead to orders of magnitude increase in efficiency, depending on how closely related P and Q are.

We introduce inference metaprogramming for probabilistic programming languages, including new language constructs, a formalism, and the rst demonstration of e ectiveness in practice. Instead of relying on rigid black-box inference algorithms hard-coded into the language implementation as in previous probabilistic programming languages, infer- ence metaprogramming enables developers to 1) dynamically decompose inference problems into subproblems, 2) apply in- ference tactics to subproblems, 3) alternate between incorpo- rating new data and performing inference over existing data, and 4) explore multiple execution traces of the probabilis- tic program at once. Implemented tactics include gradient- based optimization, Markov chain Monte Carlo, variational inference, and sequental Monte Carlo techniques. Inference metaprogramming enables the concise expression of proba- bilistic models and inference algorithms across diverse elds, such as computer vision, data science, and robotics, within a single probabilistic programming language.

Datasets with hundreds of variables and many missing values are commonplace. In this setting, it is both statistically and computationally challenging to detect true predictive relationships between variables and also to suppress false positives. This paper proposes an approach that combines probabilistic programming, information theory, and non-parametric Bayes. It shows how to use Bayesian non-parametric modeling to (i) build an ensemble of joint probability models for all the variables; (ii) efficiently detect marginal independencies; and (iii) estimate the conditional mutual information between arbitrary subsets of variables, subject to a broad class of constraints. Users can access these capabilities using BayesDB, a probabilistic programming platform for probabilistic data analysis, by writing queries in a simple, SQL-like language. This paper demonstrates empirically that the method can (i) detect context-specific (in)dependencies on challenging synthetic problems and (ii) yield improved sensitivity and specificity over baselines from statistics and machine learning, on a real-world database of over 300 sparsely observed indicators of macroeconomic development and public health.

Approximate probabilistic inference algorithms are central to many fields. Examples include sequential Monte Carlo inference in robotics, variational inference in machine learning, and Markov chain Monte Carlo inference in statistics. A key problem faced by practitioners is measuring the accuracy of an approximate inference algorithm on a specific data set. This paper introduces the auxiliary inference divergence estimator (AIDE), an algorithm for measuring the accuracy of approximate inference algorithms. AIDE is based on the observation that inference algorithms can be treated as probabilistic models and the random variables used within the inference algorithm can be viewed as auxiliary variables. This view leads to a new estimator for the symmetric KL divergence between the approximating distributions of two inference algorithms. The paper illustrates application of AIDE to algorithms for inference in regression, hidden Markov, and Dirichlet process mixture models. The experiments show that AIDE captures the qualitative behavior of a broad class of inference algorithms and can detect failure modes of inference algorithms that are missed by standard heuristics.

Approximate inference in high-dimensional, discrete probabilistic models is a central problem in computational statistics and machine learning. This paper describes discrete particle variational inference (DPVI), a new approach that combines key strengths of Monte Carlo, variational and search- based techniques. DPVI is based on a novel family of particle- based variational approximations that can be fit using simple, fast, deterministic search techniques. Like Monte Carlo, DPVI can handle multiple modes, and yields exact results in a well- defined limit. Like unstructured mean-field, DPVI is based on optimizing a lower bound on the partition function; when this quantity is not of intrinsic interest, it facilitates convergence assessment and debugging. Like both Monte Carlo and combinatorial search, DPVI can take advantage of factorization, sequential structure, and custom search operators. This paper defines DPVI particle-based approximation family and partition function lower bounds, along with the sequential DPVI and local DPVI algorithm templates for optimizing them. DPVI is illustrated and evaluated via experiments on lattice Markov Random Fields, nonparametric Bayesian mixtures and block-models, and parametric as well as non-parametric hidden Markov models. Results include applications to real-world spike-sorting and relational modeling problems, and show that DPVI can offer appealing time/accuracy trade-offs as compared to multiple alternatives.

Probabilistic techniques are central to data analysis, but different approaches can be challenging to apply, combine, and compare. This paper introduces composable generative population models (CGPMs), a computational abstraction that extends directed graphical models and can be used to describe and compose a broad class of probabilistic data analysis techniques. Examples include discriminative machine learning, hierarchical Bayesian models, multivariate kernel methods, clustering algorithms, and arbitrary probabilistic programs. We demonstrate the integration of CGPMs into BayesDB, a probabilistic programming platform that can express data analysis tasks using a modeling definition language and structured query language. The practical value is illustrated in two ways. First, the paper describes an analysis on a database of Earth satellites, which identifies records that probably violate Kepler’s Third Law by composing causal probabilistic programs with non-parametric Bayes in 50 lines of probabilistic code. Second, it reports the lines of code and accuracy of CGPMs compared with baseline solutions from standard machine learning libraries.

There is a widespread need for statistical methods that can analyze high-dimensional datasets without imposing restrictive or opaque modeling assumptions. This paper describes a domain- general data analysis method called CrossCat. CrossCat infers multiple non-overlapping views of the data, each consisting of a subset of the variables, and uses a separate nonparametric mixture to model each view. CrossCat is based on approximately Bayesian inference in a hierarchical, nonparametric model for data tables. This model consists of a Dirichlet process mixture over the columns of a data table in which each mixture component is itself an independent Dirichlet process mixture over the rows; the inner mixture components are simple parametric models whose form depends on the types of data in the table. CrossCat combines strengths of mixture modeling and Bayesian network structure learning. Like mixture modeling, CrossCat can model a broad class of distributions by positing latent variables, and produces representations that can be efficiently conditioned and sampled from for prediction. Like Bayesian networks, CrossCat represents the dependencies and independencies between variables, and thus remains accurate when there are multiple statistical signals. Inference is done via a scalable Gibbs sampling scheme; this paper shows that it works well in practice. This paper also includes empirical results on heterogeneous tabular data of up to 10 million cells, such as hospital cost and quality measures, voting records, unemployment rates, gene expression measurements, and images of handwritten digits. CrossCat infers structure that is consistent with accepted findings and common-sense knowledge in multiple domains and yields predictive accuracy competitive with generative, discriminative, and model-free alternatives.

Particle Markov chain Monte Carlo techniques rank among current state-of-the-art methods for probabilistic program inference. A drawback of these techniques is that they rely on importance resampling, which results in degenerate particle trajectories and a low effective sample size for variables sampled early in a program. We here develop a formalism to adapt ancestor resampling, a technique that mitigates particle degeneracy, to the probabilistic programming setting. We present empirical results that demonstrate nontrivial performance gains.

Recent progress on probabilistic modeling and statistical learning, coupled with the availability of large training datasets, has led to remarkable progress in computer vision. Generative probabilistic models, or “analysis-by-synthesis” approaches, can capture rich scene structure but have been less widely applied than their discriminative counterparts, as they often require considerable problem-specific engineering in modeling and inference, and inference is typically seen as requiring slow, hypothesize-and-test Monte Carlo methods. Here we present Picture, a probabilistic programming language for scene understanding that allows researchers to express complex generative vision models, while automatically solving them using fast general-purpose inference machinery. Picture provides a stochastic scene language that can express generative models for arbitrary 2D/3D scenes, as well as a hierarchy of representation layers for comparing scene hypotheses with observed images by matching not simply pixels, but also more abstract features (e.g., contours, deep neural network activations). Inference can flexibly integrate advanced Monte Carlo strategies with fast bottom-up data-driven methods. Thus both representations and inference strategies can build directly on progress in discriminatively trained systems to make generative vision more robust and efficient. We use Picture to write programs for 3D face analysis, 3D human pose estimation, and 3D object reconstruction - each competitive with specially engineered baselines.

Markov jump processes (MJPs) are used to model a wide range of phenomenon from disease progression to RNA path folding. However, existing methods suffer from a number of shortcomings: degenerate trajectories in the case of ML estimation of parametric models and poor inferential performance in the case of nonparametric models. We take a small-variance asymptotics (SVA) approach to overcome these limitations. We derive the small-variance asymptotics for parametric and nonparametric MJPs for both directly observed and hidden state models. In the parametric case we obtain a novel objective function which leads to non-degenerate trajectories. To derive the nonparametric version we introduce the gamma-gamma process, a novel extension to the gamma-exponential process. We propose algorithms for each of these formulations, which we call \emphJUMP-means. Our experiments demonstrate that JUMP-means is competitive with or outperforms widely used MJP inference approaches in terms of both speed and reconstruction accuracy.

We introduce and demonstrate a new approach to inference in expressive probabilistic programming languages based on particle Markov chain Monte Carlo. Our approach is easy to implement and to parallelize, applies to Turing-complete probabilistic programming languages, and supports accurate inference in models that make use of complex control flow, including stochastic recursion, as well as primitives from nonparametric Bayesian statistics. Our experiments show that this approach can be more efficient than previously introduced single-site Metropolis-Hastings samplers.

The idea of computer vision as the Bayesian inverse problem to computer graphics has a long history and an appealing elegance, but it has proved difficult to directly implement. Instead, most vision tasks are approached via complex bottom-up processing pipelines. Here we show that it is possible to write short, simple probabilistic graphics programs that define flexible generative models and to automatically invert them to interpret real-world images. Generative probabilistic graphics programs consist of a stochastic scene generator, a renderer based on graphics software, a stochastic likelihood model linking the renderer's output and the data, and latent variables that adjust the fidelity of the renderer and the tolerance of the likelihood model. Representations and algorithms from computer graphics, originally designed to produce high-quality images, are instead used as the deterministic backbone for highly approximate and stochastic generative models. This formulation combines probabilistic programming, computer graphics, and approximate Bayesian computation, and depends only on general-purpose, automatic inference techniques. We describe two applications: reading sequences of degraded and adversarially obscured alphanumeric characters, and inferring 3D road models from vehicle-mounted camera images. Each of the probabilistic graphics programs we present relies on under 20 lines of probabilistic code, and supports accurate, approximately Bayesian inferences about ambiguous real-world images.

The objects in many real-world domains can be organized into hierarchies, where each internal node picks out a category of objects. Given a collection of fea- tures and relations defined over a set of objects, an annotated hierarchy includes a specification of the categories that are most useful for describing each individual feature and relation. We define a generative model for annotated hierarchies and the features and relations that they describe, and develop a Markov chain Monte Carlo scheme for learning annotated hierarchies. We show that our model discov- ers interpretable structure in several real-world data sets.