Extending Stan for Deep Probabilistic Programming

Stan is a popular declarative probabilistic programming language with a high-level syntax for expressing graphical models and beyond. Stan differs by nature from generative probabilistic programming languages like Church, Anglican, or Pyro. This paper presents a comprehensive compilation scheme to compile any Stan model to a generative language and proves its correctness. This sheds a clearer light on the relative expressiveness of different kinds of probabilistic languages and opens the door to combining their mutual strengths. Specifically, we use our compilation scheme to build a compiler from Stan to Pyro and extend Stan with support for explicit variational inference guides and deep probabilistic models. That way, users familiar with Stan get access to new features without having to learn a fundamentally new language. Overall, our paper clarifies the relationship between declarative and generative probabilistic programming languages and is a step towards making deep probabilistic programming easier

Ultrasound Nerve Segmentation Using Deep Probabilistic Programming

Deep probabilistic programming concatenates the strengths of deep learning to the context of probabilistic modeling for efficient and flexible computation in practice. Being an evolving field, there exist only a few expressive programming languages for uncertainty management. This paper discusses an application for analysis of ultrasound nerve segmentation-based biomedical images. Our method uses the probabilistic programming language Edward with the U-Net model and generative adversarial networks under different optimizers. The segmentation process showed the least Dice loss ("‘0.54) and the highest accuracy (0.99) with the Adam optimizer in the U-Net model with the least time consumption compared to other optimizers. The smallest amount of generative network loss in the generative adversarial network model gained was 0.69 for the Adam optimizer. The Dice loss, accuracy, time consumption and output image quality in the results show the applicability of deep probabilistic programming in the long run. Thus, we further propose a neuroscience decision support system based on the proposed approach

Evaluating probabilistic programming languages for simulating quantum correlations

This article explores how probabilistic programming can be used to simulate quantum correlations in an EPR experimental setting. Probabilistic programs are based on standard probability which cannot produce quantum correlations. In order to address this limitation, a hypergraph formalism was programmed which both expresses the measurement contexts of the EPR experimental design as well as associated constraints. Four contemporary open source probabilistic programming frameworks were used to simulate an EPR experiment in order to shed light on their relative effectiveness from both qualitative and quantitative dimensions. We found that all four probabilistic languages successfully simulated quantum correlations. Detailed analysis revealed that no language was clearly superior across all dimensions, however, the comparison does highlight aspects that can be considered when using probabilistic programs to simulate experiments in quantum physics.Comment: 24 pages, 8 figures, code is available at https://github.com/askoj/bell-ppl

Tea: A High-level Language and Runtime System for Automating Statistical Analysis

Though statistical analyses are centered on research questions and hypotheses, current statistical analysis tools are not. Users must first translate their hypotheses into specific statistical tests and then perform API calls with functions and parameters. To do so accurately requires that users have statistical expertise. To lower this barrier to valid, replicable statistical analysis, we introduce Tea, a high-level declarative language and runtime system. In Tea, users express their study design, any parametric assumptions, and their hypotheses. Tea compiles these high-level specifications into a constraint satisfaction problem that determines the set of valid statistical tests, and then executes them to test the hypothesis. We evaluate Tea using a suite of statistical analyses drawn from popular tutorials. We show that Tea generally matches the choices of experts while automatically switching to non-parametric tests when parametric assumptions are not met. We simulate the effect of mistakes made by non-expert users and show that Tea automatically avoids both false negatives and false positives that could be produced by the application of incorrect statistical tests.Comment: 11 page

Bayesian Optimization for Probabilistic Programs

We present the first general purpose framework for marginal maximum a posteriori estimation of probabilistic program variables. By using a series of code transformations, the evidence of any probabilistic program, and therefore of any graphical model, can be optimized with respect to an arbitrary subset of its sampled variables. To carry out this optimization, we develop the first Bayesian optimization package to directly exploit the source code of its target, leading to innovations in problem-independent hyperpriors, unbounded optimization, and implicit constraint satisfaction; delivering significant performance improvements over prominent existing packages. We present applications of our method to a number of tasks including engineering design and parameter optimization