Probabilistic.jl is an attempt to provide lightweight and easy to use probabilistic programming in Julia.
# TODO: describe the library. Until then, see examples/
I got interested in probabilistic programming languages after watching a talk from Dan Roy [1] and decided to give it a try after reading a gist from Char Scherrer, implementing a probabilistic modeling DSLs in Julia through program transformation [2].
The goal of this project is for me is twofold:
- learn about the implementation of probabilistic programming languages
- have an interesting use case of SMC algorithms, which is the subject of my bachelor thesis.
[1] https://simons.berkeley.edu/talks/daniel-roy-10-06-2016 [2] https://github.com/cscherrer/Soss.jl