Deriving Probability Density Functions from Probabilistic Functional Programs

Sooraj Bhat, Johannes Borgström, Andrew Gordon, Claudio Russo

Research output: Contribution to journalArticlepeer-review

Abstract / Description of output

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.
Original languageEnglish
Article number6
Pages (from-to)1-32
Number of pages32
JournalLogical Methods in Computer Science
Issue number2
Early online date30 Jun 2017
Publication statusPublished - 3 Jul 2017


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