Probability monad for Metropolis Hastings sampling


This is an implementation of the probability monad. Inspired by the bher compiler of the MIT Scheme dialect Church (see it uses Metropolis Hastings MCMC to sample from probabilistic programs.

The file src/probabilistic_clojure/monadic/api.clj contains the basic API for using the library. In the same directory, the file demos.clj demonstrates how generative models can be implemented. It relies on incanter (available from for graphical output and probability distributions.

For a quick start clone the repository, add the src directory (as well as incanter.jar) to your Java classpath and (use 'probabilistic-clojure.monadic.demos). Then run (test-mixture mixture-mem) to fit a Dirichlet mixture of Gaussian with three components to some test data.


This software is released under the LGPL. See COPYING.LESSER for details.