Probability

Probabilistic statements use one of three operators, or the keyword factor:

x <~ p;
x ~> p;
x ~ p;
factor w;

Let x be a value of basic type (e.g. Real) or optional type (e.g. Real?), or object of Random type (e.g. Random<Real>), and p be an object of Distribution type. Then:

• x <~ p simulates a variate x from the distribution p,
• x ~> p observes a variate x from the distribution p,
• x ~ p assumes that x is distributed according to p,
• factor w applies an arbitrary log-weight w to the current execution.

These statements emit events to an event handler, which is simply an object of type Handler. Event handlers are typically used as an interface between inference methods and models, creating the opportunity for inference methods to intervene in model execution. By default, there is no event handler registered, so the events are ignored. To register an event handler h:Handler, use a with block:

with h {
  // do something probabilistic
}

The ~ and <~ operators may be used to assign initial values to variables:

x:Real <~ Gaussian(0.0, 1.0);
y:Random<Real> ~ Gaussian(0.0, 1.0);

They may even be used with let:

let x <~ Gaussian(0.0, 1.0);
let y ~ Gaussian(0.0, 1.0);

Here, the type of x is inferred to be Real, and that of y to be Random<Real>.