Tag. probabilistic

References (32)

Type-Directed Discretization of Probabilistic Programs (Extended Version) wu-2026-type

We study exact discretization as a semantics-preserving transformation for recursive, higher-order probabilistic programs with continuous distributions. We target programs where continuous values are compared against finitely many constants, so exact inference reduces to a discrete problem. Our central technical contribution is a non-local, type-directed analysis that infers where continuous values can be partitioned into finitely many observationally relevant regions, then rewrites sampling and comparison behavior over those regions. We call this transformation Slice. Because this construction is global and type-directed, correctness requires reasoning beyond the local syntax: we formalize the transformation and prove soundness for boolean queries using a coupling-style logical relations argument over operational semantics. As an application, transformed programs can be executed by discrete engines such as Dice, Roulette, and Storm. Our empirical evaluation shows two complementary strengths of Slice when paired with discrete backends: it enables exact inference for challenging continuous programs that lie beyond the reach of previous exact systems, and, on benchmarks where direct comparison is possible, it is competitive with state-of-the-art exact inference systems for continuous programs.
DOI · arXiv

Oblivious Probabilistic Outcome Logic: Verifying Probabilistic Programs with an Oblivious Adversary chen-2026-oblivious

In the context of probabilistic programs, an oblivious adversary resolves nondeterminism without seeing the outcomes of random draws. Obliviousness is a common assumption in online algorithms and distributed protocols, but the complex interaction between random draws and adversarial choices makes it challenging to reason about correctness. While there has been significant progress toward reasoning about programs that combine randomization with nondeterminism, most of the work has focused on the adaptive model, whose omniscient view of program state is too powerful to establish correctness for certain classes of programs. We introduce Oblivious Probabilistic Outcome Logic (opOL), a new logic for reasoning about probabilistic programs with nondeterminism controlled by an oblivious adversary. Building on Outcome Logic and Probabilistic Separation Logic, opOL models adversarial choice as a resource and uses probabilistic independence to ensure that random outcomes are hidden from the adversary. The opOL proof system provides expressive and compositional rules for case analysis on both random and nondeterministic outcomes, and for proving almost-sure termination. Expressivity is tested through several case studies, including a paging algorithm and a leader election protocol. The opOL metatheory and case studies are mechanized in Lean 4.
arXiv

Modular Verification of Differential Privacy in Probabilistic Higher-Order Separation Logic haselwarter-2026-modular

Differential privacy is the standard method for privacy-preserving data analysis. The importance of having strong guarantees on the reliability of implementations of differentially private algorithms is widely recognized and has sparked fruitful research on formal methods. However, the design patterns and language features used in modern DP libraries as well as the classes of guarantees that the library designers wish to establish often fall outside of the scope of previous verification approaches. We introduce a program logic suitable for verifying differentially private implementations written in complex, general-purpose programming languages. Our logic has first-class support for reasoning about privacy budgets as a separation logic resource. The expressiveness of the logic and the target language allow our approach to handle common programming patterns used in the implementation of libraries for differential privacy, such as privacy filters and caching. While previous work has focused on developing guarantees for programs written in domain-specific languages or for privacy mechanisms in isolation, our logic can reason modularly about primitives, higher-order combinators, and interactive algorithms. We demonstrate the applicability of our approach by implementing a verified library of differential privacy mechanisms, including an online version of the Sparse Vector Technique, as well as a privacy filter inspired by the popular Python library OpenDP, which crucially relies on our ability to handle the combination of randomization, local state, and higher-order functions. We demonstrate that our specifications are general and reusable by instantiating them to verify clients of our library. All of our results have been foundationally verified in the Rocq Prover.
PDF · DOI · arXiv · pldb

Categorical Semantics of Probabilistic Symbolic Execution li-2026-categorical

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.
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Contextual Refinement of Higher-Order Concurrent Probabilistic Programs li-2026-contextual

We present Foxtrot, the first higher-order separation logic for proving contextual refinement of higherorder concurrent probabilistic programs with higher-order local state. From a high level, Foxtrot inherits various concurrency reasoning principles from standard concurrent separation logic, e.g. invariants and ghost resources, and supports advanced probabilistic reasoning principles for reasoning about complex probability distributions induced by concurrent threads, e.g. tape presampling and induction by error amplification. The integration of these strong reasoning principles is highly non-trivial due to the combination of probability and concurrency in the language and the complexity of the Foxtrot model; the soundness of the logic relies on a version of the axiom of choice within the Iris logic, which is not used in earlier work on Iris-based logics. We demonstrate the expressiveness of Foxtrot on a wide range of examples, including the adversarial von Neumann coin and the randombytes_uniform function of the Sodium cryptography software library. All results have been mechanized in the Rocq proof assistant and the Iris separation logic framework.
DOI · arXiv · pldb

Probabilistic Floating-Point Round-Off Analysis via Concentration Inequalities tao-2026-probabilistic

Floating-point round-off errors are ubiquitous in numerically intensive programs arising in fields such as scientific computing and optimization. As floating-point errors potentially lead to unexpected and catastrophic program failures, one must derive guaranteed round-off thresholds to ensure the correctness of these programs. However, deterministic round-off thresholds tend to be too conservative to be usable in practice, since they often involve large round-off errors that occur with small probability. Probabilistic thresholds relax deterministic ones by specifying that the probability of the round-off error exceeding a threshold is below a given confidence. In this work, we propose a novel approach to probabilistic round-off analysis, by applying concentration inequalities over the Taylor expansion from FPTaylor (TOPLAS 2018). A major obstacle in applying concentration inequalities is that the Taylor expansion involves absolute value operators that make the calculation of the expected values of the first order partial differential terms difficult. Our first step to overcome this obstacle is a sound over-approximation that removes the absolute value operators in polynomial expressions. Then, we show how to handle fractional expressions by a transformation into polynomial case. Finally, we show how to improve our approach with range partitioning. Our approach is scalable since the key computational part is the calculation of expected values of polynomial expressions with independent variables, for which the linear and independence properties of expectation boost the computation. Experimental results show that our approach is orders of magnitude more time efficient, while producing thresholds with comparable precision against the state of the art.
arXiv

Modular Specifications and Implementations of Random Samplers in Higher-Order Separation Logic marionneau-2026-modular

DOI · pldb

Probabilistic Concurrent Reasoning in Outcome Logic: Independence, Conditioning, and Invariants zilberstein-2026-probabilistic

Although randomization has long been used in distributed computing, formal methods for reasoning aboutprobabilistic concurrent programs have lagged behind. No existing program logics can express specificationsabout the full distributions of outcomes resulting from programs that are both probabilistic and concurrent. To address this, we introduce Probabilistic Concurrent Outcome Logic ( pcOL ), which incorporates ideas fromconcurrent and probabilistic separation logics into Outcome Logic to introduce new compositional reasoningprinciples. At its core, pcOL reinterprets the rules of Concurrent Separation Logic in a setting where separationmodels probabilistic independence, so as to compositionally describe joint distributions over variables inconcurrent threads. Reasoning about outcomes also proves crucial, as case analysis is often necessary to deriveprecise information about threads that rely on randomized shared state. We demonstrate pcOL on a variety ofexamples, including to prove almost sure termination of unbounded loops.
PDF · DOI · arXiv · pldb

Verifying Exact Samplers for Continuous Distributions with a Discrete Program Logic demedeiros-2026-verifying

Most implementations of sampling algorithms for continuous distributions use floating-point numbers, which introduce round-off errors and approximations. These errors can be difficult to analyze, and can cause security issues when used in algorithms for differential privacy. An alternative is to use exact sampling algorithms based on computable reals, which can lazily generate the digits of a continuous sample to arbitrary precision. However, these algorithms are intricate, and implementing and using them involves a combination of semantically challenging language features, such as probabilistic choice, higher-order functions, and dynamically-allocated mutable state. In this paper we present Continuous-Eris, a higher-order separation logic for verifying the correctness of exact sampling algorithms for computable distributions. To demonstrate Continuous-Eris, we verify the correctness of computable samplers for the uniform, Gaussian, and Laplace distributions, as well as a library for exact real arithmetic for working with generated samples. All of the results in this paper have been verified in the Rocq proof assistant.
DOI · arXiv

A Complete Diagrammatic Calculus for Conditional Gaussian Mixtures torresruiz-2026-a

We extend the synthetic theories of discrete and Gaussian categorical probability by introducing a diagrammatic calculus for reasoning about hybrid probabilistic models in which continuous random variables, conditioned on discrete ones, follow a multivariate Gaussian distribution. This setting includes important families of distributions such as Gaussian mixtures, where each Gaussian component is selected according to a discrete variable. We develop a string diagrammatic syntax for distributions of this type, give it a compositional semantics, and equip it with a sound and complete equational theory that characterises when two mixtures represent the same distribution.
DOI · arXiv

Modular Reasoning about Error Bounds for Concurrent Probabilistic Programs li-2025-modular

We present Coneris, the first higher-order concurrent separation logic for reasoning about error probability bounds of higher-order concurrent probabilistic programs with higher-order state. To support modular reasoning about concurrent (non-probabilistic) program modules, state-of-the-art program logics internalize the classic notion of linearizability within the logic through the concept of logical atomicity . In Coneris, we extend this idea to probabilistic concurrent program modules by capturing a novel notion of randomized logical atomicity within the logic. To do so, Coneris utilizes presampling tapes and a novel probabilistic update modality to describe how state is changed probabilistically at linearization points. We demonstrate this approach by means of smaller synthetic examples and larger case studies. All of the presented results, including the meta-theory, have been mechanized in the Rocq prover and the Iris separation logic framework.
PDF · DOI · arXiv · pldb

Verified Foundations for Differential Privacy demedeiros-2025-verified

Differential privacy (DP) has become the gold standard for privacy-preserving data analysis, but implementing it correctly has proven challenging. Prior work has focused on verifying DP at a high level, assuming either that the foundations are correct or that a perfect source of random noise is available. However, the underlying theory of differential privacy can be very complex and subtle. Flaws in basic mechanisms and random number generation have been a critical source of vulnerabilities in real-world DP systems. In this paper, we present SampCert, the first comprehensive, mechanized foundation for executable implementations of differential privacy. SampCert is written in Lean with over 12,000 lines of proof. It offers a generic and extensible notion of DP, a framework for constructing and composing DP mechanisms, and formally verified implementations of Laplace and Gaussian sampling algorithms. SampCert provides (1) a mechanized foundation for developing the next generation of differentially private algorithms, and (2) mechanically verified primitives that can be deployed in production systems. Indeed, SampCert’s verified algorithms power the DP offerings of Amazon Web Services, demonstrating its real-world impact. SampCert’s key innovations include: (1) A generic DP foundation that can be instantiated for various DP definitions (e.g., pure, concentrated, Rényi DP); (2) formally verified discrete Laplace and Gaussian sampling algorithms that avoid the pitfalls of floating-point implementations; and (3) a simple probability monad and novel proof techniques that streamline the formalization. To enable proving complex correctness properties of DP and random number generation, SampCert makes heavy use of Lean’s extensive Mathlib library, leveraging theorems in Fourier analysis, measure and probability theory, number theory, and topology.
PDF · DOI · arXiv · pldb

Roulette: A Language for Expressive, Exact, and Efficient Discrete Probabilistic Programming moy-2025-roulette

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.
PDF · DOI · pldb

Multi-Language Probabilistic Programming stites-2025-multi

There are many different probabilistic programming languages that are specialized to specific kinds of probabilistic programs. From a usability and scalability perspective, this is undesirable: today, probabilistic programmers are forced up-front to decide which language they want to use and cannot mix-and-match different languages for handling heterogeneous programs. To rectify this, we seek a foundation for sound interoperability for probabilistic programming languages: just as today’s Python programmers can resort to low-level C programming for performance, we argue that probabilistic programmers should be able to freely mix different languages for meeting the demands of heterogeneous probabilistic programming environments. As a first step towards this goal, we introduce Multi PPL, a probabilistic multi-language that enables programmers to interoperate between two different probabilistic programming languages: one that leverages a high-performance exact discrete inference strategy, and one that uses approximate importance sampling. We give a syntax and semantics for Multi PPL, prove soundness of its inference algorithm, and provide empirical evidence that it enables programmers to perform inference on complex heterogeneous probabilistic programs and flexibly exploits the strengths and weaknesses of two languages simultaneously.
PDF · DOI · arXiv · pldb

Modelling Recursion and Probabilistic Choice in Guarded Type Theory stassen-2025-modelling

Constructive type theory combines logic and programming in one language. This is useful both for reasoning about programs written in type theory, as well as for reasoning about other programming languages inside type theory. It is well-known that it is challenging to extend these applications to languages with recursion and computational effects such as probabilistic choice, because these features are not easily represented in constructive type theory. We show how to define and reason about FPC ⊕ , a programming language with probabilistic choice and recursive types, in guarded type theory. We use higher inductive types to represent finite distributions and guarded recursion to model recursion. We define both operational and denotational semantics of FPC ⊕ , as well as a relation between the two. The relation can be used to prove adequacy, but we also show how to use it to reason about programs up to contextual equivalence.
DOI · arXiv · pldb

A Demonic Outcome Logic for Randomized Nondeterminism zilberstein-2025-a

Programs increasingly rely on randomization in applications such as cryptography and machine learning. Analyzing randomized programs has been a fruitful research direction, but there is a gap when programs also exploit nondeterminism(for concurrency, efficiency, or algorithmic design). In this paper, we introduce Demonic Outcome Logic for reasoning about programs that exploit both randomization and nondeterminism. The logic includes several novel features, such as reasoning about multiple executions in tandem and manipulating pre- and postconditions using familiar equational laws—including the distributive law of probabilistic choices over nondeterministic ones. We also give rules for loops that both establish termination and quantify the distribution of final outcomes from a single premise. We illustrate the reasoning capabilities of Demonic Outcome Logic through several case studies, including the Monty Hall problem, an adversarial protocol for simulating fair coins, and a heuristic based probabilistic SAT solver.
PDF · DOI · arXiv · pldb

Denotational Foundations for Expected Cost Analysis amorim_2025_oopsla

Reasoning about the cost of executing programs is one of the fundamental questions in computer science. In the context of programming with probabilities, however, the notion of cost stops being deterministic, since it depends on the probabilistic samples made throughout the execution of the program. This interaction is further complicated by the non-trivial interaction between cost, recursion and evaluation strategy.

In this work we introduce cert: a Call-By-Push-Value (CBPV) metalanguage for reasoning about probabilistic cost. We equip cert with an operational cost semantics and define two denotational semantics — a cost semantics and an expected-cost semantics. We prove operational soundness and adequacy for the denotational cost semantics and a cost adequacy theorem for the expected-cost semantics.

We formally relate both denotational semantics by stating and proving a novel effect simulation property for CBPV. We also prove a canonicity property of the expected-cost semantics as the minimal semantics for expected cost and probability by building on recent advances on monadic probabilistic semantics.

Finally, we illustrate the expressivity of cert and the expected-cost semantics by presenting case-studies ranging from randomized algorithms to stochastic processes and show how our semantics capture their intended expected cost.

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Denotational Semantics for Probabilistic and Concurrent Programs zilberstein-2025-denotational

We develop a denotational model for probabilistic and concurrent imperative programs, a class of programs with standard control flow via conditionals and while-loops, as well as probabilistic actions and parallel composition. Whereas semantics for concurrent or randomized programs in isolation is well studied, their combination has not been thoroughly explored and presents unique challenges. The crux of the problem is that interactions between control flow, probabilistic actions, and concurrent execution cannot be captured by straightforward generalizations of prior work on pomsets and convex languages, prominent models for those effects, individually. Our model has good domain theoretic properties, important for semantics of unbounded loops. We also prove two adequacy theorems, showing that the model subsumes typical powerdomain semantics for concurrency and convex powerdomain semantics for probabilistic nondeterminism.
DOI · arXiv

Tachis: Higher-Order Separation Logic with Credits for Expected Costs haselwarter-2024-tachis

We present Tachis, a higher-order separation logic to reason about the expected cost of probabilistic programs. Inspired by the uses of time credits for reasoning about the running time of deterministic programs, we introduce a novel notion of probabilistic cost credit. Probabilistic cost credits are a separation logic resource that can be used to pay for the cost of operations in programs, and that can be distributed across all possible branches of sampling instructions according to their weight, thus enabling us to reason about expected cost. The representation of cost credits as separation logic resources gives Tachis a great deal of flexibility and expressivity. In particular, it permits reasoning about amortized expected cost by storing excess credits as potential into data structures to pay for future operations. Tachis further supports a range of cost models, including running time and entropy usage. We showcase the versatility of this approach by applying our techniques to prove upper bounds on the expected cost of a variety of probabilistic algorithms and data structures, including randomized quicksort, hash tables, and meldable heaps. All of our results have been mechanized using Coq, Iris, and the Coquelicot real analysis library.
DOI · arXiv · pldb

Error Credits: Resourceful Reasoning about Error Bounds for Higher-Order Probabilistic Programs aguirre-2024-error

Probabilistic programs often trade accuracy for efficiency, and thus may, with a small probability, return an incorrect result. It is important to obtain precise bounds for the probability of these errors, but existing verification approaches have limitations that lead to error probability bounds that are excessively coarse, or only apply to first-order programs. In this paper we present Eris, a higher-order separation logic for proving error probability bounds for probabilistic programs written in an expressive higher-order language. Our key novelty is the introduction of error credits , a separation logic resource that tracks an upper bound on the probability that a program returns an erroneous result. By representing error bounds as a resource, we recover the benefits of separation logic, including compositionality, modularity, and dependency between errors and program terms, allowing for more precise specifications. Moreover, we enable novel reasoning principles such as expectation-preserving error composition, amortized error reasoning, and error induction. We illustrate the advantages of our approach by proving amortized error bounds on a range of examples, including collision probabilities in hash functions, which allow us to write more modular specifications for data structures that use them as clients. We also use our logic to prove correctness and almost-sure termination of rejection sampling algorithms. All of our results have been mechanized in the Coq proof assistant using the Iris separation logic framework and the Coquelicot real analysis library.
DOI · arXiv · pldb

A Nominal Approach to Probabilistic Separation Logic li-2024-a

DOI · arXiv

Bayesian open games bolt-2023-bayesian

This paper generalises the treatment of compositional game theory as introduced by Ghani et al. in 2018, where games are modelled as morphisms of a symmetric monoidal category. From an economic modelling perspective, the notion of a game in the work by Ghani et al. is not expressive enough for many applications. This includes stochastic environments, stochastic choices by players, as well as incomplete information regarding the game being played. The current paper addresses these three issues all at once.
DOI · arXiv

Lilac: A Modal Separation Logic for Conditional Probability li-2023-lilac

We present Lilac, a separation logic for reasoning about probabilistic programs where separating conjunction captures probabilistic independence. Inspired by an analogy with mutable state where sampling corresponds to dynamic allocation, we show how probability spaces over a fixed, ambient sample space appear to be the natural analogue of heap fragments, and present a new combining operation on them such that probability spaces behave like heaps and measurability of random variables behaves like ownership. This combining operation forms the basis for our model of separation, and produces a logic with many pleasant properties. In particular, Lilac has a frame rule identical to the ordinary one, and naturally accommodates advanced features like continuous random variables and reasoning about quantitative properties of programs. Then we propose a new modality based on disintegration theory for reasoning about conditional probability. We show how the resulting modal logic validates examples from prior work, and give a formal verification of an intricate weighted sampling algorithm whose correctness depends crucially on conditional independence structure.
PDF · DOI · arXiv · pldb

A Higher-Order Language for Markov Kernels and Linear Operators amorim_2023_fossacs

Much work has been done to give semantics to probabilistic programming languages. In recent years, most of the semantics used to reason about probabilistic programs fall in two categories: semantics based on Markov kernels and semantics based on linear operators.

Both styles of semantics have found numerous applications in reasoning about probabilistic programs, but they each have their strengths and weaknesses. Though it is believed that there is a connection between them there are no languages that can handle both styles of programming.

In this work we address these questions by defining a two-level calculus and its categorical semantics which makes it possible to program with both kinds of semantics. From the logical side of things we see this language as an alternative resource interpretation of linear logic, where the resource being kept track of is sampling instead of variable use.

DOI

The Compositional Structure of Bayesian Inference braithwaite-2023-the

Bayes’ rule tells us how to invert a causal process in order to update our beliefs in light of new evidence. If the process is believed to have a complex compositional structure, we may observe that the inversion of the whole can be computed piecewise in terms of the component processes. We study the structure of this compositional rule, noting that it relates to the lens pattern in functional programming. Working in a suitably general axiomatic presentation of a category of Markov kernels, we see how we can think of Bayesian inversion as a particular instance of a state-dependent morphism in a fibred category. We discuss the compositional nature of this, formulated as a functor on the underlying category and explore how this can used for a more type-driven approach to statistical inference.
DOI · arXiv

Dependent Bayesian Lenses: Categories of Bidirectional Markov Kernels with Canonical Bayesian Inversion braithwaite-2022-dependent

We generalise an existing construction of Bayesian Lenses to admit lenses between pairs of objects where the backwards object is dependent on states on the forwards object (interpreted as probability distributions). This gives a natural setting for studying stochastic maps with Bayesian inverses restricted to the points supported by a given prior. In order to state this formally we develop a proposed definition by Fritz of a support object in a Markov category and show that these give rise to a section into the category of dependent Bayesian lenses encoding a more canonical notion of Bayesian inversion.
arXiv

Universal Semantics for the Stochastic Lambda-Calculus amorim_etal_2021_lics

We define sound and adequate denotational and operational semantics for the stochastic lambda calculus. These two semantic approaches build on previous work that used similar techniques to reason about higher-order probabilistic programs, but for the first time admit an adequacy theorem relating the operational and denotational views. This resolves the main issue left open in (Bacci et al. 2018).
DOI

A domain theory for statistical probabilistic programming vakar-2019-a

We give an adequate denotational semantics for languages with recursive higher-order types, continuous probability distributions, and soft constraints. These are expressive languages for building Bayesian models of the kinds used in computational statistics and machine learning. Among them are untyped languages, similar to Church and WebPPL, because our semantics allows recursive mixed-variance datatypes. Our semantics justifies important program equivalences including commutativity. Our new semantic model is based on ‘quasi-Borel predomains’. These are a mixture of chain-complete partial orders (cpos) and quasi-Borel spaces. Quasi-Borel spaces are a recent model of probability theory that focuses on sets of admissible random elements. Probability is traditionally treated in cpo models using probabilistic powerdomains, but these are not known to be commutative on any class of cpos with higher order functions. By contrast, quasi-Borel predomains do support both a commutative probabilistic powerdomain and higher-order functions. As we show, quasi-Borel predomains form both a model of Fiore’s axiomatic domain theory and a model of Kock’s synthetic measure theory.
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Denotational validation of higher-order Bayesian inference scibior-2017-denotational

We present a modular semantic account of Bayesian inference algorithms for probabilistic programming languages, as used in data science and machine learning. Sophisticated inference algorithms are often explained in terms of composition of smaller parts. However, neither their theoretical justification nor their implementation reflects this modularity. We show how to conceptualise and analyse such inference algorithms as manipulating intermediate representations of probabilistic programs using higher-order functions and inductive types, and their denotational semantics. Semantic accounts of continuous distributions use measurable spaces. However, our use of higher-order functions presents a substantial technical difficulty: it is impossible to define a measurable space structure over the collection of measurable functions between arbitrary measurable spaces that is compatible with standard operations on those functions, such as function application. We overcome this difficulty using quasi-Borel spaces, a recently proposed mathematical structure that supports both function spaces and continuous distributions. We define a class of semantic structures for representing probabilistic programs, and semantic validity criteria for transformations of these representations in terms of distribution preservation. We develop a collection of building blocks for composing representations. We use these building blocks to validate common inference algorithms such as Sequential Monte Carlo and Markov Chain Monte Carlo. To emphasize the connection between the semantic manipulation and its traditional measure theoretic origins, we use Kock’s synthetic measure theory. We demonstrate its usefulness by proving a quasi-Borel counterpart to the Metropolis-Hastings-Green theorem.
PDF · DOI · arXiv · pldb

A convenient category for higher-order probability theory heunen-2017-a

DOI · arXiv

Semantics for probabilistic programming: higher-order functions, continuous distributions, and soft constraints staton-2016-semantics

DOI · arXiv

Probabilistic NetKAT foster-2016-probabilistic

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tag-probabilistic tag