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- W4249202457 abstract "We present a novel approach for approximate sampling in probabilistic programs based on incremental inference. The key idea is to adapt the samples for a program P into samples for a program Q , thereby avoiding the expensive sampling computation for program Q . To enable incremental inference in probabilistic programming, our work: (i) introduces the concept of a trace translator which adapts samples from P into samples of Q , (ii) phrases this translation approach in the context of sequential Monte Carlo (SMC), which gives theoretical guarantees that the adapted samples converge to the distribution induced by Q , and (iii) shows how to obtain a concrete trace translator by establishing a correspondence between the random choices of the two probabilistic programs. We implemented our approach in two different probabilistic programming systems and showed that, compared to methods that sample the program Q from scratch, incremental inference can lead to orders of magnitude increase in efficiency, depending on how closely related P and Q are." @default.
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- W4249202457 date "2018-06-11" @default.
- W4249202457 modified "2023-09-27" @default.
- W4249202457 title "Incremental inference for probabilistic programs" @default.
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- W4249202457 doi "https://doi.org/10.1145/3296979.3192399" @default.
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