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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, analyzes the structure, and compiles an inference route — an exact solve where the structure permits one, NumPyro NUTS as the current general fallback 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. The longer-term direction is a task-aware Bayesian workflow layer whose posterior, predictive, model-checking and evidence results share explicit provenance and quality gates; the approved boundary and roadmap live in the top-level design. Those future protocols are not claimed as current API here.

What bayesmith is not

It is not another probabilistic programming language or a sampler zoo. NumPyro is the current general posterior backend; mature upstream libraries should continue to own generic MCMC, optimization and neural-estimation kernels. bayesmith owns the graph-aware statistical semantics around those kernels, plus exact routes whose structure the graph can certify. Its current ownership inventory is recorded explicitly.

What it owns today:

  • Graph analysis and structural dispatch — checked linearity, Gaussianity, support, coupling and conditioning claims, followed by an inspectable plan.
  • Structural exact inference — first-party conjugate / Wiener / GCR / GLS solves and exact posterior sampling, plus exact enumeration of discrete latents, selected per subgraph.
  • Streamed marginal likelihoods (bayesmith.marginal) — each epoch or dataset compressed to a square-root information term, combined exactly. Not by itself the graph-level Bayesian evidence p(d): a term is a function of the surviving parameters, with that dataset's own nuisances integrated away. The subpackage was called evidence through 0.4.0 and that path still works, with a DeprecationWarning, until 1.0.
  • Diagnostics on the graph (bayesmith.diagnose) — identifiability and prior sensitivity. Linearity checking lives with the solvers that exploit it, in bayesmith.exact.linearity, because the declaration it checks is what those solvers rely on.
  • Current non-exact exits — a thin NumPyro bridge, bayesmith.optimize for gradient MAP on a graph or scalar objective, and bayesmith.amortize for a posterior fitted to simulations. Their graph-facing contracts belong here; their generic optimizer and neural-estimator algorithms are reference or upstream-candidate implementations rather than a commitment to grow local algorithm families.

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.

Worked examples

docs/factor-partition-examples.md walks two models from declaration to auto-partitioned sampling -- three factors three routes, then a hierarchy where the ancestry rule earns its keep. Every printout there was produced by running the code shown, and the partitions are pinned by tests/dispatch/test_factor.py.

The typed task workflow (R1)

R1 publishes a serialisable, invalidatable, evaluable protocol in bayesmith.artifacts, reached from the root through two lazy entry points. The five Tasks map one-to-one onto five Results; a task that cannot be compiled or executed returns a typed Refusal rather than an exception in disguise. The legacy entry points (compile(), InferencePlan.sample() / .estimate(), Posterior, Estimate, fit) are unchanged and remain supported -- the typed entry points wrap them, they do not replace them.

import jax
import jax.numpy as jnp
import numpyro.distributions as dist

import bayesmith
from bayesmith.artifacts import PosteriorTask, model_ref_from_callable, new_task_meta


def model(data):
    x = bayesmith.sample("x", lambda: dist.Normal(0.0, 2.0))
    bayesmith.observe("d", lambda v: dist.Normal(v, 0.5), x, obs=data)


graph = bayesmith.trace(model, jnp.array([1.0, 2.0]))
task = PosteriorTask(meta=new_task_meta(label="radiometer posterior"))
ref = model_ref_from_callable(model, identifier="radiometer")

planned = bayesmith.compile_task(graph, task, model_ref=ref, key=jax.random.key(0))
result = bayesmith.execute_task(planned, key=jax.random.key(0))
# result is a PosteriorResult: a DrawsPosterior or WeightedDrawsPosterior,
# with run provenance, fingerprints and a frozen Refusal.grounds on refusal.

model_ref_from_callable derives the source digest automatically when the model is defined in an importable module. A model typed into a REPL or built by exec has no recoverable source, so pass source_digest=... explicitly -- repr() is never a fallback, because it carries a memory address.

The full protocol -- the five-in/five-out table, fingerprint boundaries, the invalidation matrix, Refusal.grounds and the gate truth table -- is documented in docs/artifacts.md.

Since 0.7.0 the PredictiveTask executes as well (R2): execute_task(planned, key=..., source_posterior=...) pushes a PosteriorResult's draws onto the observed nodes and returns a PredictiveResult whose replicated draws and pointwise log-likelihood come from one loc/scale read, so an observed-data replay is never mistaken for a posterior predictive. A source posterior drawn under different data, graph or model is refused as posterior_data_mismatch; a correlated or non-Gaussian observed node is refused as predictive_noise_unsupported. EvidenceTask and SimulationTask still return the typed capability_unavailable_r1 refusal. An optional, export-only ArviZ seam lives in bayesmith.bridge.arviz.

Status

0.7.1. What other packages can depend on by name is whatever pypi.org/simple/bayesmith/ lists, and that index is the place to ask rather than this line: 0.6.0, 0.6.1, 0.6.2 and 0.7.0 were each tagged and never reached it, every one failing its own built-wheel test (see CHANGELOG.md; 0.7.0's failure was a Linux-only cluster in the numerical-gate suite, which is also why suite.yml now runs the suite on Linux before any tag exists), so from 2026-08-28 the index's newest release was 0.5.0. rheplicant uses bayesmith across its production inference layer: its auto-partition and log-space seams import dispatch.factor.first_fit and exact.loglinear; its adapter presents a pipeline as a Graph, reads AffinityRefused's payload and declares complex latents with ComplexNormal; and its diagnostics delegate to diagnose.identifiability, diagnose.sensitivity and diagnose.local. It pins bayesmith>=0.5. The consumer contract is guarded by running rheplicant's own inference and seam suites against the candidate bayesmith checkout, not by a hard-coded count of importing modules.

Alpha in the classifier's sense: the API may still move -- 0.3.0 made reason required on NotGaussian and NotLogLinear, and 0.4.0 tightens two precision refusals, each breaking for a caller who was relying on the wrong answer.

Implemented and tested, 5375 tests: the graph core with plates and joint log-density, with flagged samples declared per node and honoured by every route; the NumPyro bridge, so any graph is runnable through NUTS; structural dispatch with the linear-Gaussian exact solves; the FACTOR partition -- as many exact blocks as the model has factors, grouped by pairwise probe, with log-space blocks discovered rather than declared (factor_partition, sample_factors, log_space); exact enumeration of discrete latents; streamed marginal-likelihood terms as square-root information factors; and graph diagnostics for identifiability, prior sensitivity and linearity. A graph-level EvidenceTask, Bayes factors and general model comparison are roadmap work, not present capabilities.

Two things the page above describes that this release 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

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