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Everything about Probabilistic programming

Software system for statistical models

Probabilistic programming (PP) is a programming paradigm based on the declarative specification of probabilistic models, for which inference is performed automatically. Probabilistic programming attempts to unify probabilistic modeling and traditional general purpose programming in order to make the former easier and more widely applicable. It can be used to create systems that help make decisions in the face of uncertainty. Programming languages following the probabilistic programming paradigm are referred to as "probabilistic programming languages" (PPLs). Wikipedia →

🧭 Start here: a 6-step reading path

  1. Read the overview: Probabilistic programmingA 5-minute orientation
  2. Skim a recent paper: PyMC: a modern, and comprehensive probabilistic programming framework in PythonInfluential work since 2022
  3. Pick up a classic book: Learning Probabilistic Graphical Models in RThe most-reprinted book on the subject
  4. Read the landmark paper: Stan : A Probabilistic Programming LanguageCited 6,167 times
  5. Go sideways: List of Julia software and toolsA closely related topic
  6. Go sideways: Stan (software)A closely related topic

📖 Definitions

Noun A programming paradigm in which programs specify probabilistic models through ordinary computational constructs augmented with primitives for random sampling and, in statistical applications, conditioning on observations.

🏆 Landmark papers (most cited)

🆕 Influential since 2022

📚 Books worth reading

Ranked by number of editions on Open Library, a rough measure of how lasting a book is.

🔗 Related topics