SPLASH 2021
Sun 17 - Fri 22 October 2021 Chicago, Illinois, United States
Fri 22 Oct 2021 10:50 - 11:05 at Zurich F - PLDI 2021 Papers 4 Chair(s): Baris Kasikci

Stan is a probabilistic programming language that is popular in the statistics community, with a high-level syntax for expressing probabilistic models. Stan differs by nature from generative probabilistic programming languages like Church, Anglican, or Pyro. This paper presents a comprehensive compilation scheme to compile any Stan model to a generative language and proves its correctness.

We use our compilation scheme to build two new backends for the Stanc3 compiler targeting Pyro and NumPyro. Experimental results show that the NumPyro backend yields a 3.7x speedup in geometric mean compared to Stan on 27 existing benchmarks.

Building on Pyro we extend Stan with support for explicit variational inference guides and deep probabilistic models. That way, users familiar with Stan get access to new features without having to learn a fundamentally new language.

Fri 22 Oct

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10:50 - 12:10
PLDI 2021 Papers 4SIGPLAN Papers at Zurich F
Chair(s): Baris Kasikci University of Michigan, USA
10:50
15m
Talk
Compiling Stan to Generative Probabilistic Languages and Extension to Deep Probabilistic Programming
SIGPLAN Papers
Guillaume Baudart Inria; ENS; PSL University, Javier Burroni , Martin Hirzel IBM Research, Louis Mandel IBM Research, Avraham Shinnar IBM Research
11:05
15m
Talk
On Probabilistic Termination of Functional Programs with Continuous Distributions
SIGPLAN Papers
Raven Beutner University of Oxford, C.-H. Luke Ong University of Oxford
11:20
15m
Talk
SPPL: Probabilistic Programming with Fast Exact Symbolic Inference
SIGPLAN Papers
Feras Saad Massachusetts Institute of Technology, Martin C. Rinard Massachusetts Institute of Technology, Vikash K. Mansinghka MIT
DOI
11:35
15m
Talk
Cyclic Program Synthesis
SIGPLAN Papers
Shachar Itzhaky Technion, Hila Peleg Technion, Nadia Polikarpova University of California at San Diego, Reuben N. S. Rowe University of Kent, Ilya Sergey National University of Singapore
DOI
11:50
20m
Live Q&A
Discussion, Questions and Answers
SIGPLAN Papers