@article{KlinkenbergBlumenthalChenHaaseKatoen:OOPSLA:2024,
author = {Klinkenberg, Lutz and Blumenthal, Christian and Chen, Mingshuai and Haase, Darion and Katoen, Joost-Pieter},
title = {Exact Bayesian Inference for Loopy Probabilistic Programs using Generating Functions},
year = {2024},
issue_date = {April 2024},
publisher = {Association for Computing Machinery},
address = {New York, NY, USA},
volume = {8},
number = {OOPSLA1},
url = {https://doi.org/10.1145/3649844},
doi = {10.1145/3649844},
abstract = {We present an exact Bayesian inference method for inferring posterior distributions encoded by probabilistic programs featuring possibly unbounded loops. Our method is built on a denotational semantics represented by probability generating functions, which resolves semantic intricacies induced by intertwining discrete probabilistic loops with conditioning (for encoding posterior observations). We implement our method in a tool called Prodigy; it augments existing computer algebra systems with the theory of generating functions for the (semi-)automatic inference and quantitative verification of conditioned probabilistic programs. Experimental results show that Prodigy can handle various infinite-state loopy programs and exhibits comparable performance to state-of-the-art exact inference tools over loop-free benchmarks.},
journal = {Proc. ACM Program. Lang.},
month = {apr},
articleno = {127},
numpages = {31},
keywords = {Bayesian inference, conditioning, denotational semantics, generating functions, non-termination, probabilistic programs, quantitative verification},
date-added = {2024-9-2 7:26:22 +0100}
}
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