# Applied Measure Theory for Probabilistic Modeling

@article{Scherrer2022AppliedMT, title={Applied Measure Theory for Probabilistic Modeling}, author={Chad Scherrer and Moritz Schauer}, journal={ArXiv}, year={2022}, volume={abs/2110.00602} }

Probabilistic programming and statistical computing are vibrant ar- eas in the development of the Julia programming language, but the underlying infrastructure dramatically predates recent develop- ments. The goal of MeasureTheory.jl is to provide Julia with the right vocabulary and tools for these tasks. In the package we introduce a well-chosen set of notions from the foundations of probability together with powerful combinators and transforms, giving a gentle introduction to the concepts in…

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