Computable de Finetti measures

We prove a computable version of de Finetti's theorem on exchangeable sequences of real random variables. As a consequence, exchangeable stochastic processes expressed in probabilistic functional programming languages can be automatically rewritten as procedures that do not modify non-local state. Along the way, we prove that a distribution on the unit interval is computable if and only if its moments are uniformly computable.Comment: 32 pages. Final journal version; expanded somewhat, with minor corrections. To appear in Annals of Pure and Applied Logic. Extended abstract appeared in Proceedings of CiE '09, LNCS 5635, pp. 218-23

Induction and recursion on the partial real line with applications to Real PCF

AbstractThe partial real line is an extension of the Euclidean real line with partial real numbers, which has been used to model exact real number computation in the programming language Real PCF. We introduce induction principles and recursion schemes for the partial unit interval, which allow us to verify that Real PCF programs meet their specification. They resemble the so-called Peano axioms for natural numbers. The theory is based on a domain-equation-like presentation of the partial unit interval. The principles are applied to show that Real PCF is universal in the sense that all computable elements of its universe of discourse are definable. These elements include higher-order functions such as integration operators

Induction and recursion on the partial real line with applications to Real PCF

The partial real line is an extension of the Euclidean real line with partial real numbers, which has been used to model exact real number computation in the programming language Real PCF. We introduce induction principles and recursion schemes for the partial unit interval, which allow us to verify that Real PCF programs meet their specification. They resemble the so-called Peano axioms for natural numbers. The theory is based on a domain-equation-like presentation of the partial unit interval. The principles are applied to show that Real PCF is universal in the sense that all computable elements of its universe of discourse are definable. These elements include higher-order functions such as integration operators. Keywords: Induction, coinduction, exact real number computation, domain theory, Real PCF, universality. Introduction The partial real line is the domain of compact real intervals ordered by reverse inclusion [28,21]. The idea is that singleton intervals represent total rea..

Computability, inference and modeling in probabilistic programming

Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 2011.Cataloged from PDF version of thesis.Includes bibliographical references (p. 135-144).We investigate the class of computable probability distributions and explore the fundamental limitations of using this class to describe and compute conditional distributions. In addition to proving the existence of noncomputable conditional distributions, and thus ruling out the possibility of generic probabilistic inference algorithms (even inefficient ones), we highlight some positive results showing that posterior inference is possible in the presence of additional structure like exchangeability and noise, both of which are common in Bayesian hierarchical modeling. This theoretical work bears on the development of probabilistic programming languages (which enable the specification of complex probabilistic models) and their implementations (which can be used to perform Bayesian reasoning). The probabilistic programming approach is particularly well suited for defining infinite-dimensional, recursively-defined stochastic processes of the sort used in nonparametric Bayesian statistics. We present a new construction of the Mondrian process as a partition-valued Markov process in continuous time, which can be viewed as placing a distribution on an infinite kd-tree data structure.by Daniel M. Roy.Ph.D