package prbnmcn-dagger-stats

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Probabilistic programming library: prbnmcn-stats-based samplers


Dune Dependency






dagger probabilistic programming library: prbnmcn-stats samplers

Published: 29 May 2024


dagger: a probabilistic programming library

The dagger library for probabilistic programming in OCaml. Currently implements:

  • Single-site Metropolis-Hastings, a.k.a. lightweight Metropolis-Hastings

  • Incrementalized single-site MH, similar to that implemented in Hakaru10

  • Sequential Monte-Carlo, with systematic and stratified resampling plus facilities for defining custom resampling strategies.

The main package is prbnmcn-dagger. Packages prbnmcn-dagger-gsl and prbnmcn-dagger-stats provide distributions implemented respectively through the GSL (GPL-licensed) and prbnmcn-stats (MIT-licensed).

Look no further for the documentation and the examples it contains.

Some more examples are made available in the examples subdirectory. For now, you'll find:

  • an implementation of a 2d ising model and a toy study of its behaviour around its critical temperature

  • a basic kalman filter example

  • an experiment on forecasting wind power production using an ad-hoc Kalman filter

  • an implementation of the algorithm described in Adaptive approximate Bayesian computation by Beaumont et al.


Contributions and issue reports are welcome. Development currently happen on but I can take care of cherry-picking pull requests submitted here.


The name dagger refers to two things:

  • a good mathematical framework for giving a semantics to probabilistic programming is a certain dagger category of Markov kernels, see eg this or that paper; Bayesian inversion corresponds to a particular symmetry of a mathematical structure and this symmetry is denoted using the † symbol.

  • the underlying representation of the probabilistic model when using the incrementalized backend is as a directed acyclic graph (ie a DAG, which sounds exactly like the French translation of dagger)

Dependencies (3)

  1. prbnmcn-stats >= "0.0.8"
  2. prbnmcn-dagger = version
  3. dune >= "2.8"

Dev Dependencies (1)

  1. odoc with-doc

Used by (1)

  1. prbnmcn-dagger-test >= "0.0.5"




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