A simple first-order probabilistic programming language in Julia. This PPL will support the following inference algorithms:
- Importance Sampling
- Metropolis Hastings
- Metropolis within Gibbs
- Hamiltonian Monte Carlo
- Varitational Inference
The implementations were done mainly following Frank Wood's Graduate Course on Probabilistic Programming and the texts on design and implementation of probabilistic programming languages: Intro to Prob Prog and DIPPL.