Spreadsheet Probabilistic Programming

TL;DR

This paper introduces a method to perform probabilistic programming within spreadsheets like Excel, enabling Bayesian inference directly in spreadsheet computations using only built-in features.

Contribution

It demonstrates how to implement Bayesian inference algorithms in Excel, allowing probabilistic modeling and inference without external tools.

Findings

Native Excel implementation of particle MCMC and variational inference

Supports user-defined black-box functions in probabilistic models

Enables probabilistic reasoning directly within spreadsheets

Abstract

Spreadsheet workbook contents are simple programs. Because of this, probabilistic programming techniques can be used to perform Bayesian inversion of spreadsheet computations. What is more, existing execution engines in spreadsheet applications such as Microsoft Excel can be made to do this using only built-in functionality. We demonstrate this by developing a native Excel implementation of both a particle Markov Chain Monte Carlo variant and black-box variational inference for spreadsheet probabilistic programming. The resulting engine performs probabilistically coherent inference over spreadsheet computations, notably including spreadsheets that include user-defined black-box functions. Spreadsheet engines that choose to integrate the functionality we describe in this paper will give their users the ability to both easily develop probabilistic models and maintain them over time by including actuals via a simple user-interface mechanism. For spreadsheet end-users this would mean having access to efficient and probabilistically coherent probabilistic modeling and inference for use in all kinds of decision making under uncertainty.