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A Verified Compiler for Probability Density Functions

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Bhat, Borgström, Gordon and Russo recently published a compiler from a small probabilistic functional programming language to probability density functions. That is, the input is a functional program that generates random values according to some distribution. The compiler translates the program into its probability density function (if it exists). In this talk we present a formalization of this work in the interactive theorem prover Isabelle/HOL, including a verification of the compiler.

This talk is part of the Microsoft Research Cambridge, public talks series.

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