Sigma is a probabilistic programming environment implemented in Julia. In it, you can specify probabilistic models as normal programs, and perform inference.
Sigma is built on top of Julia but not yet in the official Julia Package repository. You can still easily install it from a Julia repl with:
Sigma is then loaded with
- Getting Started
- Building Probabilistic Models
- Random Arrays
- Primitive Univariate Random Variable
- Inference Queries