Blang : Bayesian Declarative Modeling of General Data Structures and Inference via Algorithms Based on Distribution Continua

• Published in: Journal of statistical software Vol. 103; no. 11; pp. 1 - 98
• Main Authors: Bouchard-Côté, Alexandre, Chern, Kevin, Cubranic, Davor, Hosseini, Sahand, Hume, Justin, Lepur, Matteo, Ouyang, Zihui, Sgarbi, Giorgio
• Format: Journal Article
• Language: English
• Published: Foundation for Open Access Statistics 01.08.2022
• Subjects: bayesian inference; bayesian modelling language; blang; non-standard data structures
• ISSN: 1548-7660; 1548-7660
• DOI: 10.18637/jss.v103.i11

Consider a Bayesian inference problem where a variable of interest does not take values in a Euclidean space. These "non-standard" data structures are in reality fairly common. They are frequently used in problems involving latent discrete factor models, networks, and domain specific problems such as sequence alignments and reconstructions, pedigrees, and phylogenies. In principle, Bayesian inference should be particularly wellsuited in such scenarios, as the Bayesian paradigm provides a principled way to obtain confidence assessment for random variables of any type. However, much of the recent work on making Bayesian analysis more accessible and computationally efficient has focused on inference in Euclidean spaces. In this paper, we introduce Blang, a domain specific language and library aimed at bridging this gap. Blang allows users to perform Bayesian analysis on arbitrary data types while using a declarative syntax similar to the popular family of probabilistic programming languages, BUGS. Blang is augmented with intuitive language additions to create data types of the user's choosing. To perform inference at scale on such arbitrary state spaces, Blang leverages recent advances in sequential Monte Carlo and non-reversible Markov chain Monte Carlo methods.