Complex cyber–physical systems interact in real time and must consider both timing and uncertainty. Developing software for such systems is expensive and difficult, especially when modeling, inference, and real-time behavior must be developed from scratch. In the last decade, a popular general probabilistic modeling paradigm has emerged—called probabilistic programming languages (PPLs)—that simplifies modeling and inference by separating the concerns between probabilistic modeling and inference algorithm implementation. However, these languages have primarily been designed for offline problems, not online real-time systems. In this paper, we combine PPLs and real-time programming primitives by introducing the concept of real-time probabilistic programming languages (RTPPL). We develop an RTPPL called ProbTime and a new approach for fairness-guided optimization of inference accuracy of a ProbTime system under schedulability constraints. Moreover, we illustrate the applicability of ProbTime on an automotive testbed performing indoor positioning and braking.

Abstract Universal probabilistic programming languages (PPLs) make it relatively easy to encode and automatically solve statistical inference problems. To solve inference problems, PPL implementations often apply Monte Carlo inference algorithms that rely on execution suspension. State-of-the-art solutions enable execution suspension either through (i) continuation-passing style (CPS) transformations or (ii) efficient, but comparatively complex, low-level solutions that are often not available in high-level languages. CPS transformations introduce overhead due to unnecessary closure allocations—a problem the PPL community has generally overlooked. To reduce overhead, we develop a new efficient selective CPS approach for PPLs. Specifically, we design a novel static suspension analysis technique that determines parts of programs that require suspension, given a particular inference algorithm. The analysis allows selectively CPS transforming the program only where necessary. We formally prove the correctness of the analysis and implement the analysis and transformation in the Miking CorePPL compiler. We evaluate the implementation for a large number of Monte Carlo inference algorithms on real-world models from phylogenetics, epidemiology, and topic modeling. The evaluation results demonstrate significant improvements across all models and inference algorithms.

Hidden Markov models (HMMs) are frequently used in areas such as speech recognition and bioinformatics. However, implementing HMM algorithms correctly and efficiently is time-consuming and error-prone. Specifically, using model-specific knowledge to improve performance, such as sparsity in the transition probability matrix, ties the implementation to a particular model, making it harder to modify. Previous work has introduced high-level frameworks for defining HMMs, thus lifting the burden of efficiently implementing HMM algorithms from the user. However, existing tools are ill-suited for sparse HMMs with many states. This paper introduces Trellis, a domain-specific language for succinctly defining sparse HMMs that use GPU acceleration to achieve high performance. We show that Trellis outperforms previous work and is on par with a hand-written CUDA kernel implementation for a particular sparse HMM.