Densities of Almost Surely Terminating Probabilistic Programs are Differentiable Almost Everywhere
Densities of Almost Surely Terminating Probabilistic Programs are Differentiable Almost Everywhere
Abstract We study the differential properties of higher-order statistical probabilistic programs with recursion and conditioning. Our starting point is an open problem posed by Hongseok Yang: what class of statistical probabilistic programs have densities that are differentiable almost everywhere? To formalise the problem, we consider Statistical PCF (SPCF), an extension …