SMT-guided Metropolis-Hastings inference

Master Thesis (2025)
Author(s)

S. Coman (TU Delft - Electrical Engineering, Mathematics and Computer Science)

Contributor(s)

Sebastijan Dumančić – Mentor (TU Delft - Algorithmics)

N. Yorke-Smith – Graduation committee member (TU Delft - Algorithmics)

M.A. Costea – Graduation committee member (TU Delft - Programming Languages)

Faculty
Electrical Engineering, Mathematics and Computer Science
More Info
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Publication Year
2025
Language
English
Graduation Date
16-07-2025
Awarding Institution
Delft University of Technology
Programme
['Applied Mathematics']
Faculty
Electrical Engineering, Mathematics and Computer Science
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Abstract

Probabilistic programming offers an intuitive and expressive way to define statistical models, rendering it particularly effective in modeling problems where uncertainty plays a crucial role.
As adoption increases and models become more expressive, the challenge of effective inference becomes increasingly pronounced.
Effective inference often requires tailoring algorithms to the structure of the underlying model. While many probabilistic programming systems allow users to implement custom inference strategies via programmable inference, this process remains largely manual and heavily reliant on domain-specific expertise, particularly for sampling-based methods.
This paper investigates the use of Satisfiability Modulo Theories (SMT) to automate the generation of tailored, observation-aware proposals for guiding inference within Metropolis-Hastings in Gen, a probabilistic programming system. By reformulating the search for high-likelihood traces as a constraint optimization problem, this work explores whether SMT-based solutions can improve proposal quality and convergence. Empirical results indicate that SMT-derived traces offer a promising starting point for inference but are less effective as an active search heuristic. These findings suggest a new direction for automated, structure-aware proposal generation in probabilistic programming.

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