Gibbs Sampling in Open-Universe Stochastic Languages


Arora, N. S., Braz, R. D. S., Sudderth, E. B., & Russell, S. (2012). Gibbs sampling in open-universe stochastic languages. arXiv preprint arXiv:1203.3464.


Languages for open-universe probabilistic models (OUPMs) can represent situations with an unknown number of objects and identity uncertainty. While such cases arise in a wide range of important real-world applications, existing general purpose inference methods for OUPMs are far less efficient than those available for more restricted languages and model classes. This paper goes some way to remedying this deficit by introducing, and proving correct, a generalization of Gibbs sampling to partial worlds with possibly varying model structure. Our approach draws on and extends previous generic OUPM inference methods, as well as auxiliary variable samplers for nonparametric mixture models. It has been implemented for BLOG, a well-known OUPM language. Combined with compile-time optimizations, the resulting algorithm yields very substantial speedups over existing methods on several test cases, and substantially improves the practicality of OUPM languages generally.

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