Probabilistic Programs with Stochastic Conditioning

David Tolpin, Yuan Zhou, Tom Rainforth, Hongseok Yang

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

2 Scopus citations

Abstract

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.

Original languageEnglish
Title of host publicationProceedings of the 38th International Conference on Machine Learning, ICML 2021
PublisherML Research Press
Pages10312-10323
Number of pages12
ISBN (Electronic)9781713845065
StatePublished - 1 Jan 2021
Event38th International Conference on Machine Learning, ICML 2021 - Virtual, Online
Duration: 18 Jul 202124 Jul 2021

Publication series

NameProceedings of Machine Learning Research
Volume139
ISSN (Electronic)2640-3498

Conference

Conference38th International Conference on Machine Learning, ICML 2021
CityVirtual, Online
Period18/07/2124/07/21

ASJC Scopus subject areas

  • Artificial Intelligence
  • Software
  • Control and Systems Engineering
  • Statistics and Probability

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