PP

A DSL for probabilistic programming

Building

cabal sandbox init
cabal configure
cabal build

Running the example

cabal run

The example is a hidden markov model with two states, A and B. Each state generates observations from a standard normal distribution centered on 0 (for A) and 5 (for B).

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.