This repository contains an implementation of the examples contained in the paper “Functional probabilistic programming for scalable Bayesian modelling” (arXiv:1908.02062) using the Rainier modelling language.
This repository also contains implementations of forward and reverse mode automatic differentiation and a test suite. Using the implementation in Noel Welsh's presentation
To reproduce the examples from the paper, first install the simple build tool for Scala then navigate to the top level directory and run make inference.
The plots can also be reproduced by running make plots.