gprob 0.1.0

Probabilistic programming with arrays of Gaussian variables.

gprob

gprob is a probabilistic programming language for Gaussian random variables with exact conditioning, implemented as a python package.

A brief example:

from gprob import normal

# Initializing two independent normal variables.
x = normal(0, 1)
y = normal(0, 1)

# The joint distribution of x and y under the contition that 
# their sum is zero is obtained as 
z = (x & y) | {x-y: 0}

z.cov()

Requirements

• python >= 3.7
• numpy

Installation

pip install gprob

Acknowledgements

gprob was inspired by GaussianInfer, an accompaniment for the paper

D. Stein and S. Staton, "Compositional Semantics for Probabilistic Programs with Exact Conditioning," 2021 36th Annual ACM/IEEE Symposium on Logic in Computer Science (LICS), Rome, Italy, 2021, pp. 1-13, doi: 10.1109/LICS52264.2021.9470552