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by O_nlogn 2937 days ago
Improbable [0] is building (and has open-sourced) Keanu, "a general purpose probabilistic programming library built in Java", where Bayesian networks are represented as DAGs. It's feature list includes Probabilistic Programming Operators and Distributions, Auto-differentiation, Inference, Maximum a posteriori, Metropolis Hastings, Hamiltonian Monte Carlo, Sequential Monte Carlo (Particle Filtering), and Support for Kotlin. [1]

[0] https://improbable.io/

[1] https://github.com/improbable-research/keanu

1 comments

I met some of their team at an academic seminar and what they're doing is pretty ambitious; and goes beyond probabilistic programming. It sounds more like they're building traditional modelling tools on top of a PPL [0], where the PPL helps with the model calibration.

[0] https://github.com/deselby-research/