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Program Analysis of Probabilistic Programs

Talkat LAFI 2022 · on Sunday, 2022-01-16
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Builds a blockless Stan called SlickStan and gives the first formal deterministic semantics for Stan, then uses an information-flow typing pass to automatically slice programs into the original Stan blocks and optimize execution order. Adds a conditional-independence analysis that compiles marginalization into variable elimination, turning exponential nested-sum marginalization into much smaller loop nests (e.g., HMMs drop from n nested loops to O(n^2) work). Targets Stan/HMC: discrete parameters get marginalized away so HMC runs on continuous parameters and discrete ones are ancestral-sampled.

AI-written summary · about

  1. 0:00Introduction
  2. 6:25STAN
  3. 19:23Example
  4. 25:44Variable Elimination
  5. 32:06Summary
  6. 32:51Model Factorizations
  7. 35:03Questions
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