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abstractprobprog.jl
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abstractprobprog.jl
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using AbstractMCMC
using DensityInterface
using Random
"""
AbstractProbabilisticProgram
Common base type for models expressed as probabilistic programs.
"""
abstract type AbstractProbabilisticProgram <: AbstractMCMC.AbstractModel end
DensityInterface.DensityKind(::AbstractProbabilisticProgram) = HasDensity()
"""
logdensityof(model, trace)
Evaluate the (possibly unnormalized) density of the model specified by the probabilistic program
in `model`, at specific values for the random variables given through `trace`.
`trace` can be of any supported internal trace type, or a fixed probability expression.
`logdensityof` should interact with conditioning and deconditioning in the way required by
probability theory.
"""
DensityInterface.logdensityof(::AbstractProbabilisticProgram, ::AbstractModelTrace)
"""
decondition(conditioned_model)
Remove the conditioning (i.e., observation data) from `conditioned_model`, turning it into a
generative model over prior and observed variables.
The invariant
```
m == condition(decondition(m), obs)
```
should hold for models `m` with conditioned variables `obs`.
"""
function decondition end
"""
condition(model, observations)
Condition the generative model `model` on some observed data, creating a new model of the (possibly
unnormalized) posterior distribution over them.
`observations` can be of any supported internal trace type, or a fixed probability expression.
The invariant
```
m = decondition(condition(m, obs))
```
should hold for generative models `m` and arbitrary `obs`.
"""
function condition end
"""
rand([rng=Random.default_rng()], [T=NamedTuple], model::AbstractProbabilisticProgram) -> T
Draw a sample from the joint distribution of the model specified by the probabilistic program.
The sample will be returned as format specified by `T`.
"""
Base.rand(rng::Random.AbstractRNG, ::Type, model::AbstractProbabilisticProgram)
function Base.rand(rng::Random.AbstractRNG, model::AbstractProbabilisticProgram)
return rand(rng, NamedTuple, model)
end
function Base.rand(::Type{T}, model::AbstractProbabilisticProgram) where {T}
return rand(Random.default_rng(), T, model)
end
function Base.rand(model::AbstractProbabilisticProgram)
return rand(Random.default_rng(), NamedTuple, model)
end