Vate

Abstract

Inspired by earlier work on Augur, Vate is a probabilistic programming language for the construction of JVM based probabilistic models with an Object-Oriented interface. As a compiled language it is able to examine the dependency graph of the model to produce optimised code that can be dynamically targeted to different platforms. Using Gibbs Sampling, Metropolis-Hastings and variable marginalisation it can handle a range of model types and is able to efficiently infer values, estimate probabilities, and execute models.