Semantics of Probabilistic Program Traces
summary
Provides a minimal core calculus that models trace-based PPLs and a categorical account in quasi-Borel spaces that treats traces as measurable objects. Defines an unnormalized measure over heterogeneous traces, a measurable return function, and correct-by-construction program transformations for weighted sampling and density computation under the assumption of absolute continuity between proposal and target. Implements eager and lazy trace representations, uses a logging/probability monad, and proves composition of change-of-measure kernels for nested sampling.
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chapters (11)
- 0:00Intro
- 0:32Languages for inverse inference
- 2:43Languages of nested integrals
- 6:05Example of custom PPL inference
- 10:16Core calculus for traced programming
- 11:42Inference by program transformation
- 13:07Unpacking traces and their contents
- 14:20Lazy traces as randomness sources
- 15:23Tracing probability kernels
- 15:58Inference state with the logging monad
- 17:12Languages for inference and integrals
