Build Your Own Probabilistic Programming Language

Install

After cloning the repo, the easiest way to install all the dependencies is via opam:

git clone https://github.com/gbdrt/byo-ppl
cd byo-ppl
opam install . --deps-only

You can then test your installation with a simple:

dune build

Or try an example with:

dune exec ./examples/funny_bernoulli.exe

Organization

The Byoppl library contains the following modules

• Distribution: Library of probability distributions and basic statistical functions.
• Basic (TODO): Basic inference with rejection sampling and importance sampling.
• Infer (TODO): Inference on Continuation Passing Style (CPS) models.
• Cps_operators: Syntactic sugar to write CPS style probabilistic models.
• Utils: Missing utilities functions used in other modules.

Examples can be found in the examples directory.