Applications of Probabilistic Programming (Master's thesis, 2015)
  This thesis describes work on two applications of probabilistic programming:
the learning of probabilistic program code given specifications, in particular
program code of one-dimensional samplers; and the facilitation of sequential
Monte Carlo inference with help of data-driven proposals. The latter is
presented with experimental results on a linear Gaussian model and a
non-parametric dependent Dirichlet process mixture of objects model for object
recognition and tracking.
  In Chapter 1 we provide a brief introduction to probabilistic programming.
  In Chapter 2 we present an approach to automatic discovery of samplers in the
form of probabilistic programs. We formulate a Bayesian approach to this
problem by specifying a grammar-based prior over probabilistic program code. We
use an approximate Bayesian computation method to learn the programs, whose
executions generate samples that statistically match observed data or
analytical characteristics of distributions of interest. In our experiments we
leverage different probabilistic programming systems to perform Markov chain
Monte Carlo sampling over the space of programs. Experimental results have
demonstrated that, using the proposed methodology, we can learn approximate and
even some exact samplers. Finally, we show that our results are competitive
with regard to genetic programming methods.
  In Chapter 3, we describe a way to facilitate sequential Monte Carlo
inference in probabilistic programming using data-driven proposals. In
particular, we develop a distance-based proposal for the non-parametric
dependent Dirichlet process mixture of objects model. We implement this
approach in the probabilistic programming system Anglican, and show that for
that model data-driven proposals provide significant performance improvements.
We also explore the possibility of using neural networks to improve data-driven
proposals.
