Symbolic execution has emerged as a powerful technique for scaling exact probabilistic inference to languages with more expressive features. But, this expressivity comes at a price: probabilistic programming languages based on symbolic execution are difficult to debug, optimize, and prove correct due to the many intricacies inherent to high-performance symbolic execution strategies. We aim to make it easier to work with probabilistic symbolic executors by developing symbolic sets, a new semantic domain that cleanly captures the notion of computation underlying symbolic execution. Just as a symbolic executor replaces ordinary execution with a lifted semantics, symbolic set theory replaces ordinary set theory with a lifted mathematics: the category of symbolic sets is a Grothendieck topos, which allows type theory to be used as a metalanguage for working with symbolic sets and functions. We prove a metatheorem that shows how a large class of definitional interpreters written in the internal language of symbolic sets are automatically correct for their ordinary set-theoretic interpretations. Using this metatheorem, we give the first full correctness argument for a symbolic probabilistic language with higher-order functions, type-directed state merging, pattern matching, and structural recursion.

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.

Exact probabilistic inference is a requirement for many applications of probabilistic programming languages (PPLs) such as in high-consequence settings or verification. However, designing and implementing a PPL with scalable high-performance exact inference is difficult: exact inference engines, much like SAT solvers, are intricate low-level programs that are hard to implement. Due to this implementation challenge, PPLs that support scalable exact inference are restrictive and lack many features of general-purpose languages. This paper presents Roulette, the first discrete probabilistic programming language that combines high-performance exact inference with general-purpose language features. Roulette supports a significant subset of Racket, including data structures, first-class functions, surely-terminating recursion, mutable state, modules, and macros, along with probabilistic features such as finitely supported discrete random variables, conditioning, and top-level inference. The key insight is that there is a close connection between exact probabilistic inference and the symbolic evaluation strategy of Rosette. Building on this connection, Roulette generalizes and extends the Rosette solver-aided programming system to reason about probabilistic rather than symbolic quantities. We prove Roulette sound by generalizing a proof of correctness for Rosette to handle probabilities, and demonstrate its scalability and expressivity on a number of examples.