Probabilistic Programming

A curated list of awesome resources about Probabilistic Programming.

Contents

• Books
• Open Source Software

All lists are in alphabetical order.

Books

• Practical Probabilistic Programming, by Avi Pfeffer.
• Probabilistic Deep Learning With Python, Keras and TensorFlow Probability, by Oliver Dürr, Beate Sick, Elvis Murina. [Estimated release in Spring 2020]
• Probabilistic Programming & Bayesian Methods for Hackers, by Cameron Davidson-Pilon.

OSS

General libraries

Python

• PyMC3, Torch backend.
• PyMC4, Tensorflow Probability backend.
• Pyro
• Stan
• TensorFlow Probability

Discontinued or merged libraries

• Edward - In TensorFlow Probability as Edward 2.
• PyMC - Original libary based on Theano. Now PyMC3.

R

• Stan

Julia

• Gen
• Stan

C#

• Infer.NET

Scala

• Figaro

Specialised libraries

Python

• Prophet

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License

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