Bayesian Inference by Program Verification - Joost-Pieter Katoen, RWTH Aachen University
Alan Turing Institute via YouTube
Overview
Syllabus
Intro
nature Perspective
Probabilistic graphical models
Student's mood after an exam
Applications
Probabilistic GCL
Let's start simple
A loopy program For
Weakest pre-expectations
Examples
An operational perspective
Bayesian inference by program verification
Example: sampling within a circle
Weakest precondition of id-loops
Bayesian networks as programs
Soundness
Exact inference by wp-reasoning
Termination proofs: the classical case
Proving almost-sure termination
The symmetric random walk
Asymmetric-in-the-limit random walk
Positive almost-sure termination
Run-time invariant synthesis
Coupon collector's problem
Sampling time for example BN
The student's mood example
Experimental results
Printer troubleshooting in Windows 95
Predictive probabilistic programming
Taught by
Alan Turing Institute