bayesmith

A Bayesian model is a graph of operators. Deterministic operators propagate dependence; probabilistic operators contribute a conditional density. Together they are the joint distribution.

bayesmith makes that graph explicit and inspectable, and then uses its structure to choose how the model is fitted — an exact solve where the structure permits one, NUTS where it does not.

block 0  {x}          Wiener exact        (linear_in checked, 3 scales)
block 1  {z}          enumerate 4 states
block 2  {sigma, nu}  NUTS (numpyro)      no exact structure found

The model tells you how it will be fitted, before it is fitted.

What bayesmith is not

It is not another probabilistic programming language. Distributions, MCMC kernels, variational inference and transforms all come from NumPyro. bayesmith is the dispatch layer above them, and every line in it must answer "why can NumPyro not do this?"

What it owns, because a trace-based PPL structurally cannot:

• Structural exact inference — conjugate / Wiener / GCR / GLS solves, and exact enumeration of discrete latents, selected per subgraph.
• Streaming evidence — square-root information factors combined exactly across datasets and observing epochs.
• Diagnostics on the graph — identifiability, prior sensitivity, and linearity checking of the declarations the dispatcher relies on.

Declarations such as linear_in are claims about the model, not hints, so they are checked rather than trusted: a node declared linear is probed at three scales before any exact solve is allowed to use it.

Status

0.1.0, the first release. Published so other packages can depend on it by name. Alpha in the classifier's sense: the API may still move.

Implemented and tested, 1163 tests: the graph core with plates and joint log-density; the NumPyro bridge, so any graph is runnable through NUTS; structural dispatch with the linear-Gaussian exact solves; exact enumeration of discrete latents; streaming evidence as square-root information factors; and graph diagnostics for identifiability, prior sensitivity and linearity.

Two things the page above describes that 0.1.0 does not do yet. Stated here because a front page is a claim, and finding out afterwards is worse than reading it now:

• Enumeration is not dispatcher-selected. bayesmith.exact.discrete computes the exact marginal and the posterior marginals over declared discrete latents, and reads the Discrete(n) support declaration to do it — but classify does not yet route a discrete subgraph to it. The block 1 {z} enumerate 4 states line above is therefore a design sketch rather than a transcript; call the module directly.
• Forward-backward is not implemented, so a chain of T discrete latents costs n ** T by enumeration rather than T * n**2. Enumeration refuses past a budget rather than hanging, and names the count it would have visited.

License

MIT