论文标题

带有随机条件的概率程序

Probabilistic Programs with Stochastic Conditioning

论文作者

Tolpin, David, Zhou, Yuan, Rainforth, Tom, Yang, Hongseok

论文摘要

我们将概率计划调节有关可观察变量的分布的问题。概率程序通常以联合数据分布的样本为条件,我们称之为确定性条件。但是,在许多现实生活中,观察结果作为边缘分布,摘要统计或采样器。在这种情况下,常规的概率编程系统缺乏足够的手段来建模和推断。我们提出将确定性调节的概括性概括为随机条件,即基于采用特定形式的变量的边际分布的条件。为此,我们首先定义了随机调节的形式概念,并讨论其关键特性。然后,我们展示如何在随机调节的存在下进行推断。我们证明了在几个案例研究中可能使用随机调节的,这些案例研究涉及各种随机调节,否则难以解决。尽管我们在概率编程的背景下介绍了随机条件,但我们的形式化却是一般的,适用于其他设置。

We tackle the problem of conditioning probabilistic programs on distributions of observable variables. Probabilistic programs are usually conditioned on samples from the joint data distribution, which we refer to as deterministic conditioning. However, in many real-life scenarios, the observations are given as marginal distributions, summary statistics, or samplers. Conventional probabilistic programming systems lack adequate means for modeling and inference in such scenarios. We propose a generalization of deterministic conditioning to stochastic conditioning, that is, conditioning on the marginal distribution of a variable taking a particular form. To this end, we first define the formal notion of stochastic conditioning and discuss its key properties. We then show how to perform inference in the presence of stochastic conditioning. We demonstrate potential usage of stochastic conditioning on several case studies which involve various kinds of stochastic conditioning and are difficult to solve otherwise. Although we present stochastic conditioning in the context of probabilistic programming, our formalization is general and applicable to other settings.

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