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Gamble:   Probabilistic Programming
6.3

Gamble: Probabilistic Programming

Ryan Culpepper <ryanc@racket-lang.org>

 #lang gamble package: gamble

A language for expressing probabilistic models as functional programs with managed stochastic effects.

    1 Introduction

      1.1 Probabilistic Models

      1.2 Metropolis-Hastings Sampler

      1.3 Enumeration via Delimited Continuations

    2 Probability Distributions

      2.1 Distribution Operations

      2.2 Integer Distribution Types

      2.3 Real Distribution Types

      2.4 Real Distribution Transformers

      2.5 Vector Distribution Types

      2.6 Multivariate Distribution Types

      2.7 Discrete Distribution Type

      2.8 Finite Distributions as a Monad

      2.9 Defining New Probability Distributions

    3 Primitive Stochastic Functions

    4 Derived Stochastic Forms and Functions

      4.1 Sampling Convenience Functions

      4.2 Observations

      4.3 Laziness via Memoization

      4.4 Indexed Tables

    5 Samplers and Solvers

      5.1 Basic Sampler Functions

      5.2 Basic Sampler Forms

      5.3 Metropolis-Hastings Sampler and Transitions

        5.3.1 Metropolis-Hastings Transitions

        5.3.2 Metropolis-Hastings Proposals

        5.3.3 Zones: Identifying Random Choices

      5.4 Particle Filters

      5.5 Enumeration Solver

    6 Utilities

      6.1 Models: Lightweight Modules

      6.2 Lazy Structures

      6.3 Statistical Utilities

      6.4 Utilities for Testing and Comparing Distributions

      6.5 Arrays and Matrices

      6.6 Miscellaneous Utilities

    7 Visualization Utilities

      7.1 Multiple Visualizations

    Bibliography

Development Development of this library is hosted by GitHub at the following project page:

https://github.com/rmculpepper/gamble

Acknowledgements This library borrows from many sources.

Copying Redistribution and use in source and binary forms, with or without modification, are permitted provided that the following conditions are met:

1. Redistributions of source code must retain the above copyright notice, this list of conditions and the following disclaimer.

2. Redistributions in binary form must reproduce the above copyright notice, this list of conditions and the following disclaimer in the documentation and/or other materials provided with the distribution.

THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.