Probabilistic Programs with Stochastic Conditioning

• URL: http://arxiv.org/abs/2010.00282v3
• Date: Mon, 8 Mar 2021 12:41:46 GMT
• Title: Probabilistic Programs with Stochastic Conditioning
• Authors: David Tolpin, Yuan Zhou, Tom Rainforth, Hongseok Yang
• Abstract summary: We propose a generalization of deterministic conditioning to conditioning, that is, conditioning on the marginal distribution of a variable taking a particular form. Although we present conditioning in the context of probabilistic programming, our formalization is general and applicable to other settings.
• Score: 38.63814604977958
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• 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.

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