Effect Handlers for Programmable Inference

Minh Son Nguyen, Roly Perera, Meng Wang, Steven Ramsay · 2023

Inference algorithms for probabilistic programming are complex imperative programs with many moving parts. Efficient inference often requires customising an algorithm to a particular probabilistic model or problem, sometimes called inference programming. Most inference frameworks are implemented in languages that lack a disciplined approach to side effects, which can result in monolithic implementations where the structure of the algorithms is obscured and inference programming is hard. Functional programming with typed effects offers a more structured and modular foundation for programmable inference, with monad transformers being the primary structuring mechanism explored to date.

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