Automatic Sampler Discovery via Probabilistic Programming and Approximate Bayesian Computation [chapter]

Yura Perov, Frank Wood
2016 Lecture Notes in Computer Science  
We describe an approach to automatic discovery of samplers in the form of human interpretable probabilistic programs. Specifically, we learn the procedure code of samplers for one-dimensional distributions. We formulate a Bayesian approach to this problem by specifying an adaptor grammar prior over probabilistic program code, and use approximate Bayesian computation to learn a program whose execution generates samples that match observed data or analytical characteristics of a distribution of
more » ... terest. In our experiments we leverage the probabilistic programming system Anglican to perform Markov chain Monte Carlo sampling over the space of programs. Our results are competive relative to state-of-the-art genetic programming methods and demonstrate that we can learn approximate and even exact samplers.
doi:10.1007/978-3-319-41649-6_27 fatcat:3jbkfa2t7bhubph2h6t6wl4z6e