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This document describes some useful points for those who want to modify the ProbCompCert source.

For installation instructions, see INSTALL.md. For general usage of ProbCompCert, see USAGE.md

Overview of files

The root of the repository mostly contains CompCert files. We will refer to this root directory as "ProbCompCert/". The Stan specific code for ProbCompCert is found in the ProbCompCert/stanfrontend/ subdirectory. Here are some important files in this subdirectory:

  • Stanlight.v : this gives the syntax of the Stanlight language being compiled

  • Ssemantics.v : operational and denotational semantics of Stanlight (Section 3 of the paper), also includes statement of semantic refinement (Section 4.1)

  • StanEnv.v : axioms about real numbers and the Stan "math" functions that need to be called (See the paragraph "Floating Points and Reals" on p. 9 of the paper)

  • DenotationalSimulation.v : General proofs about operational simulations preserving denotational semantics

  • Sampling.v, Samplingproof.v : definition of the sampling pass and its proof of preservation

  • Reparameterization.v, Reparameterizationproof.v : reparam pass and proof (Section 5)

  • AdditiveConst.v, AdditiveConstproof.v : the additive const pass and proof (Section 6)

  • Scompiler.v : definition of the entire compiler function (including unverified passes + CompCert C light passes), transitive proof of preservation for the 3 verified stanlight passes (transf_stanlight_program_denotational_preserved)

  • tests/bench/ : the various benchmark programs used in the paper.

  • runtime/ : the C files for the "runtime" used by ProbCompCert generated programs. This includes the MCMC driver loop, the math libraries, a 3rd party JSON parser used to handle parsing data/parameter initialization files.

  • driver/ : Stan specific OCaml code used for elaboration before Coq compilation and non-verified generation of auxiliary code (e.g. proposal generators). See also the ProbCompcert/driver subdirectory (i.e. the driver directory at the root of the repository), which contains analogous OCaml code for CompCert itself.

Extending the Compiler

For adding additional unverified passes to the compiler at the OCaml level, code can be hooked into process_stan_file and compile_stan_file in ProbCompCert/driver/Driver.ml.

For adding Coq passes, add the relevant pass to transf_stan_program or transf_stan_program_complete in ProbCompCert/stanfrontend/Scompiler.v. The latter is the function that is extracted called by the OCaml Driver.ml code as part of compile_stan_file.

Extending the Standard Library

To add a new distribution or mathematical function to the standard library, there are 3 steps.

  1. Add the C signature for the function to ProbCompCert/stanfrontend/runtime/stanlib.h.

  2. Add the implementation of the function to ProbCompCert/stanfrontend/runtime/stanlib.c.

  3. Add the function and its signature to the list library_math_functions in ProbCompCert/stanfrontend/driver/Sstanlib.ml.

For example, suppose we wanted to add the lognormal distribution. Then, we would apply the following changes, which we list here in patch notation:

--- a/stanfrontend/driver/Sstanlib.ml
+++ b/stanfrontend/driver/Sstanlib.ml
@@ -25,6 +25,9 @@ let library_math_functions = [
     "normal_lpdf",
     tdouble,
     [tdouble; tdouble; tdouble];
+    "lognormal_lpdf",
+    tdouble,
+    [tdouble; tdouble; tdouble];
     "normal_lupdf",
     tdouble,
     [tdouble; tdouble; tdouble];

--- a/stanfrontend/runtime/stanlib.c
+++ b/stanfrontend/runtime/stanlib.c
@@ -91,6 +91,11 @@ double normal_lupdf(double x, double mean, double sigma)
   return (- log(sigma) - (pow((x-mean)/sigma,2) / 2));
 }
 
+double lognormal_lpdf(double x, double mean, double sigma)
+{
+  return normal_lpdf(log(x), mean, sigma);
+}
+
 double bernoulli_lpmf(int x, double p)
 {
     /* printf("bernoulli_lpmf(%d, %f)\n", x, p); */

--- a/stanfrontend/runtime/stanlib.h
+++ b/stanfrontend/runtime/stanlib.h
@@ -16,6 +16,7 @@ double uniform_lpdf(double x, double a, double b);
 double uniform_lpmf(int x, double a, double b);
 double normal_lpdf(double x, double mean, double stddev);
 double normal_lupdf(double x, double mean, double stddev);
+double lognormal_lpdf(double x, double mean, double stddev);
 double bernoulli_lpmf(int x, double p);
 double cauchy_lpdf(double x, double location, double scale);
 double cauchy_lupdf(double x, double location, double scale);

Re-make the compiler, and then it should be possible to use lognormal_lpdf as a function that is called, as well as using lognormal in Stan's sampling notation, as in a statement like mu ~ lognormal(mu, sigma).

In particular, the OCaml elaborator, when it encounters mu ~ lognormal(mu, sigma) will automatically elaborate this to mu ~ lognormal_lpdf(mu, sigma) in the Stanlight AST (it searches for either a _lpdf or _lpmf variant in the list of functions declared in Sstanlib.ml and uses whichever it finds).

Note that the AdditiveConst.v optimization pass can also be extended to remap lognormal_lpdf to lognormal_lupdf (if we had also added the latter). However, that is a more substantial under taking as we would also have to define the semantics of lognormal_lpdf and lognormal_lupdf in StanEnv.v and prove that they differ by only an additive constant.