Deriving Probability Density Functions from Probabilistic Functional Programs

The probability density function of a probability distribution is a fundamental concept in probability theory and a key ingredient in various widely used machine learning methods. However, the necessary framework for compiling probabilistic functional programs to density functions has only recently been developed. In this work, we present a density compiler for a probabilistic language with failure and both discrete and continuous distributions, and provide a proof of its soundness. The compiler greatly reduces the development effort of domain experts, which we demonstrate by solving inference problems from various scientific applications, such as modelling the global carbon cycle, using a standard Markov chain Monte Carlo framework

Random Modulo: A new processor cache design for real-time critical systems

Cache memories have a huge impact on software's worst-case execution time (WCET). While enabling the seamless use of caches is key to provide the increasing levels of (guaranteed) performance required by automotive software, caches complicate timing analysis. In the context of Measurement-Based Probabilistic Timing Analysis (MBPTA) - a promising technique to ease timing analyis of complex hardware - we propose Random Modulo (RM), a new cache design that provides the probabilistic behavior required by MBPTA and with the following advantages over existing MBPTA-compliant cache designs: (i) an outstanding reduction in WCET estimates, (ii) lower latency and area overhead, and (iii) competitive average performance w.r.t conventional caches.Peer ReviewedPostprint (author's final draft

Practical probabilistic programming with monads

The machine learning community has recently shown a lot of interest in practical probabilistic programming systems that target the problem of Bayesian inference. Such systems come in different forms, but they all express probabilistic models as computational processes using syntax resembling programming languages. In the functional programming community monads are known to offer a convenient and elegant abstraction for programming with probability distributions, but their use is often limited to very simple inference problems. We show that it is possible to use the monad abstraction to construct probabilistic models for machine learning, while still offering good performance of inference in challenging models. We use a GADT as an underlying representation of a probability distribution and apply Sequential Monte Carlo-based methods to achieve efficient inference. We define a formal semantics via measure theory. We demonstrate a clean and elegant implementation that achieves performance comparable with Anglican, a state-of-the-art probabilistic programming system.The first author is supported by EPSRC and the Cambridge Trust.This is the author accepted manuscript. The final version is available from ACM via http://dx.doi.org/10.1145/2804302.280431

Formal verification of higher-order probabilistic programs

Probabilistic programming provides a convenient lingua franca for writing succinct and rigorous descriptions of probabilistic models and inference tasks. Several probabilistic programming languages, including Anglican, Church or Hakaru, derive their expressiveness from a powerful combination of continuous distributions, conditioning, and higher-order functions. Although very important for practical applications, these combined features raise fundamental challenges for program semantics and verification. Several recent works offer promising answers to these challenges, but their primary focus is on semantical issues. In this paper, we take a step further and we develop a set of program logics, named PPV, for proving properties of programs written in an expressive probabilistic higher-order language with continuous distributions and operators for conditioning distributions by real-valued functions. Pleasingly, our program logics retain the comfortable reasoning style of informal proofs thanks to carefully selected axiomatizations of key results from probability theory. The versatility of our logics is illustrated through the formal verification of several intricate examples from statistics, probabilistic inference, and machine learning. We further show the expressiveness of our logics by giving sound embeddings of existing logics. In particular, we do this in a parametric way by showing how the semantics idea of (unary and relational) TT-lifting can be internalized in our logics. The soundness of PPV follows by interpreting programs and assertions in quasi-Borel spaces (QBS), a recently proposed variant of Borel spaces with a good structure for interpreting higher order probabilistic programs

Speakable in quantum mechanics: babbling on

This paper consists of a short version of the derivation of the intuitionistic quantum logic L_QM (which was originally introduced by Caspers, Heunen, Landsman and Spitters). The elaboration consists of extending this logic to a classical logic CL_QM. Some first steps are then taken towards setting up a probabilistic framework based on CL_QM in terms of R\'enyi's conditional probability spaces. Comparisons are then made with the traditional framework for quantum probabilities.Comment: In Proceedings QPL 2012, arXiv:1407.842