The Beta-Bernoulli process and algebraic effects

Staton S, Stein D, Yang H, Ackerman NL, Freer CE, Roy DM

In this paper we use the framework of algebraic effects from programming language theory to analyze the Beta-Bernoulli process, a standard building block in Bayesian models. Our analysis reveals the importance of abstract data types, and two types of program equations, called commutativity and discardability. We develop an equational theory of terms that use the BetaBernoulli process, and show that the theory is complete with respect to the measure-theoretic semantics, and also in the syntactic sense of Post. Our analysis has a potential for being generalized to other stochastic processes relevant to Bayesian modelling, yielding new understanding of these processes from the perspective of programming.

Keywords:

probabilistic programming

,

exchangeability

,

Beta-Bernoulli process

,

algebraic effects