Exact Bayesian Inference for Loopy Probabilistic Programs using Generating Functions
Lutz Klinkenberg, Christian Blumenthal, Mingshuai Chen, Darion Haase, Joost-Pieter Katoen
Abstract
We present an exact Bayesian inference method for inferring posterior distributions encoded by probabilistic programs featuring possibly unbounded loops . Our method is built on a denotational semantics represented by probability generating functions , which resolves semantic intricacies induced by intertwining discrete probabilistic loops with conditioning (for encoding posterior observations). We implement our method in a tool called Prodigy; it augments existing computer algebra systems with the theory of generating functions for the (semi-)automatic inference and quantitative verification of conditioned probabilistic programs. Experimental results show that Prodigy can handle various infinite-state loopy programs and exhibits comparable performance to state-of-the-art exact inference tools over loop-free benchmarks.