Automatic Generation of Moment-Based Invariants for Prob-Solvable Loops

Abstract

One of the main challenges in the analysis of probabilistic programs is to compute invariant properties that summarise loop behaviours. Automation of invariant generation is still at its infancy and most of the times targets only expected values of the program variables, which is insufficient to recover the full probabilistic program behaviour. We present a method to automatically generate moment-based invariants of a subclass of probabilistic programs, called Prob-solvable loops, with polynomial assignments over random variables and parametrised distributions. We combine methods from symbolic summation and statistics to derive invariants as valid properties over higher-order moments, such as expected values or variances, of program variables. We successfully evaluated our work on several examples where full automation for computing higher-order moments and invariants over program variables was not yet possible.