One of the main challenges in the analysis of probabilistic programs is to compute invariant properties that summarise loop behaviours. Automation of invariant generation is still at its infancy and most of the times targets only expected values of the program variables, which is insufficient to recover the full probabilistic program behaviour. We present a method to automatically generate moment-based invariants of a subclass of probabilistic programs, called Prob-solvable loops, with polynomial assignments over random variables and parametrised distributions. We combine methods from symbolic summation and statistics to derive invariants as valid properties over higher-order moments, such as expected values or variances, of program variables. We successfully evaluated our work on several examples where full automation for computing higher-order moments and invariants over program variables was not yet possible.
We introduce MORA, an automated tool for generating invariants of probabilistic programs. Inputs to MORA are so-called Prob-solvable loops, that is probabilistic programs with polynomial assignments over random variables and parametrized distributions. Combining methods from symbolic computation and statistics, MORA computes invariant properties over higher-order moments of loop variables, expressing, for example, statistical properties, such as expected values and variances, over the value distribution of loop variables.
We present a novel static analysis technique to derive higher moments for program variables for a large class of probabilistic loops with potentially uncountable state spaces. Our approach is fully automatic, meaning it does not rely on externally provided invariants or templates. We employ algebraic techniques based on linear recurrences and introduce program transformations to simplify probabilistic programs while preserving their statistical properties. We develop power reduction techniques to further simplify the polynomial arithmetic of probabilistic programs and define the theory of moment-computable probabilistic loops for which higher moments can precisely be computed. Our work has applications towards recovering probability distributions of random variables and computing tail probabilities. The empirical evaluation of our results demonstrates the applicability of our work on many challenging examples.CCS Concepts: • Mathematics of computing → Markov processes; • Computing methodologies → Symbolic and algebraic algorithms.
Prob-solvable loops are probabilistic programs with polynomial assignments over random variables and parametrised distributions, for which the full automation of moment-based invariant generation is decidable. In this paper we extend Prob-solvable loops with new features essential for encoding Bayesian networks (BNs). We show that various BNs, such as discrete, Gaussian, conditional linear Gaussian and dynamic BNs, can be naturally encoded as Probsolvable loops. Thanks to these encodings, we can automatically solve several BN related problems, including exact inference, sensitivity analysis, filtering and computing the expected number of rejecting samples in sampling-based procedures. We evaluate our work on a number of BN benchmarks, using automated invariant generation within Prob-solvable loop analysis.
We present a novel static analysis technique to derive higher moments for program variables for a large class of probabilistic loops with potentially uncountable state spaces. Our approach is fully automatic, meaning it does not rely on externally provided invariants or templates. We employ algebraic techniques based on linear recurrences and introduce program transformations to simplify probabilistic programs while preserving their statistical properties. We develop power reduction techniques to further simplify the polynomial arithmetic of probabilistic programs and define the theory of moment-computable probabilistic loops for which higher moments can precisely be computed. Our work has applications towards recovering probability distributions of random variables and computing tail probabilities. The empirical evaluation of our results demonstrates the applicability of our work on many challenging examples.
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