Semi-symbolic inference for efficient streaming probabilistic programming

Abstract

A streaming probabilistic program receives a stream of observations and produces a stream of distributions that are conditioned on these observations. Efficient inference is often possible in a streaming context using Rao-Blackwellized particle filters (RBPFs), which exactly solve inference problems when possible and fall back on sampling approximations when necessary. While RBPFs can be implemented by hand to provide efficient inference, the goal of streaming probabilistic programming is to automatically generate such efficient inference implementations given input probabilistic programs.

Document Details

Document Type
Pub Defense Publication
Publication Date
Oct 31, 2022
Source ID
10.1145/3563347

Entities

People

  • Charles Yuan
  • Eric Atkinson
  • Guillaume Baudart
  • Louis Mandel
  • Michael Carbin

Organizations

  • IBM Research
  • Massachusetts Institute of Technology
  • Office of Naval Research
  • PSL Research University

Tags

Fields of Study

  • Computer science

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Plasma Physics / Magnetohydrodynamics
  • Statistical inference.

Technology Areas

  • AI & ML
  • AI & ML - Machine Learning Algorithms