A DSL for probabilistic programming
cabal sandbox init cabal configure cabal build
Running the example
The example is a hidden markov model with two states,
B. Each state
generates observations from a standard normal distribution centered on 0 (for
A) and 5 (for
The probability of switching state is 0.75 - independent of the current state.
The example generates a list of observations, and infers both the "switching probability" and the sequence of states that generated the observations.