Stochy.jl

Stochy is a probabilistic programming language embedded within Julia. Models are specified using a functional subset of Julia, and inference can be performed by exhaustive enumeration, PMCMC¹ or Metropolis-Hastings². The implementation follows the approach described in The Design and Implementation of Probabilistic Programming Languages.

Status

This project is no longer under development.

If you're looking for an actively maintained and more fully featured system you might take a look at WebPPL. (Stochy is basically a half-finished Julia port of WebPPL.) You'll find many more alternatives in this list of probabilistic programming systems.

Installation

Install the most recent revision from the Julia REPL like so:

Pkg.add("Stochy")
Pkg.checkout("Stochy")

Examples

• Introduction
• Bayes Net
• Marbles
• Dirichlet Process Mixture Model

Citations

1. Wood, F., J. W. van de Meent, and V. Mansinghka. 2014. “A New Approach to Probabilistic Programming Inference.” In Artificial Intelligence and Statistics, 1024–32.
2. Wingate, David, Andreas Stuhlmueller, and Noah D. Goodman. 2011. “Lightweight Implementations of Probabilistic Programming Languages via Transformational Compilation.” In International Conference on Artificial Intelligence and Statistics, 770–78.