COMPILER FOR PROBABILISTIC PROGRAMS

A compiler for probabilistic programs is described. The inputs to the compiler are a definition of a model and a set of inference queries. The model definition is written as a probabilistic program which describes a system of interest. The compiler transforms statements in the probabilistic program to generate source code which performs the specified queries on the model. The source code may subsequently be compiled into a compiled algorithm and executed using data about the system. The execution of the compiled algorithm can be repeated with different data or parameter settings without requiring any recompiling of the algorithm.