Applied Measure Theory for Probabilistic Modeling

  title={Applied Measure Theory for Probabilistic Modeling},
  author={Chad Scherrer and Moritz Schauer},
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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