λPSI: Exact Inference for Higher-Order Probabilistic Programs
We present $\lambda$PSI, the first probabilistic programming language and system that supports higher-order exact inference for probabilistic programs with first-class functions, nested inference and discrete, continuous and mixed random variables. $\lambda$PSI's solver is based on symbolic reasoning and computes the exact distribution represented by a program.
We show that $\lambda$PSI is practically effective—it automatically computes exact distributions for a number of interesting applications, from rational agents to information theory, many of which could so far only be handled approximately.
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Guillaume BaudartIBM Research, Louis MandelIBM Research, Eric AtkinsonMassachusetts Institute of Technology, USA, Benjamin ShermanMassachusetts Institute of Technology, USA, Marc PouzetÉcole normale supérieure, Michael CarbinMassachusetts Institute of Technology, USAPre-print