Switch branches/tags
Nothing to show
Find file History
Fetching latest commit…
Cannot retrieve the latest commit at this time.
Permalink
..
Failed to load latest commit information.
README.markdown
probabilisticModeling.fsx
probabilisticModeling.hs
probabilisticModeling.scala

README.markdown

Probabilistic Modeling

For my induction into Scala, I wanted to translate the probabilistic monad of Chapter 9 of Expert F# (Introducing Language-Oriented Programming). The idea, based on the paper Stochastic Lambda Calculus and Monads of Probability Distributions, is to define a probability monad to compute over distributions of a domain instead of the domain itself. We limit ourselves to distributions over discrete domains characterized by three functions:

  1. sampling
  2. support (i.e. a set of values where all elements outside the set have zero chance of being sampled)
  3. expectation of a function over the distribution (e.g. the probability of selecting element A by evaluating the function f(x) = 1 if x equals A and 0 otherwise)