Abstract:State-space models (SSMs) are the standard formalism for Bayesian treatment of dynamical systems, with natural applications in statistics, signal processing, and machine learning. Despite their importance in both theory and application, dynamical systems have proven difficult to incorporate in modern probabilistic programming languages (PPLs), making state-of-the-art methods less accessible to practitioners and introducing friction in following the "Bayesian workflow." We introduce dynestyx, a probabilistic programming library with first-class support for SSMs, including state-of-the-art methods in the estimation of both states and parameters. Through a single, unified interface, users may specify arbitrary priors for discrete-time or continuous-time dynamical systems, perform inference over mixed-effect data, and make state and parameter estimates with principled uncertainty quantification.




Abstract:We present the LATE algorithm, an asynchronous variant of the Earley algorithm for parsing context-free grammars. The Earley algorithm is naturally task-based, but is difficult to parallelize because of dependencies between the tasks. We present the LATE algorithm, which uses additional data structures to maintain information about the state of the parse so that work items may be processed in any order. This property allows the LATE algorithm to be sped up using task parallelism. We show that the LATE algorithm can achieve a 120x speedup over the Earley algorithm on a natural language task.