A Verified Compiler for Probability Density Functions

Bhat et al. developed an inductive compiler that computes density functions for probability spaces described by programs in a simple probabilistic functional language. In this work, we implement such a compiler for a modified version of this language within the theorem prover Isabelle and give a formal proof of its soundness w.r.t. the semantics of the source and target language. Together with Isabelle's code generation for inductive predicates, this yields a fully verified, executable density compiler. The proof is done in two steps, using a standard refinement approach: first, an abstract compiler working with abstract functions modelled directly in the theorem prover's logic is defined and proven sound. Then, this compiler is refined to a concrete version that returns a target-language expression.