I am pleased to announce the release of the first version of Figaro, our probabilistic programming language. A description of Figaro is below. Figaro is available from www.cra.com/figaro<http://www.cra.com/figaro>.
What is Figaro? Developing a new probabilistic model requires developing a representation for the model and a reasoning algorithm that can draw useful conclusions from evidence. These can both be challenging tasks. Furthermore, it can be hard to integrate a probabilistic model in a larger program. Figaro is a probabilistic programming language that helps address both these issues. Figaro makes it possible to express probabilistic models using the power of programming languages, giving the modeler the expressive tools to create all sorts of models. Figaro comes with a number of built-in reasoning algorithms that can be applied automatically to new models. In addition, Figaro models are data structures in the Scala programming language, which is interoperable with Java, and can be constructed, manipulated, and used directly within any Scala or Java program. Figaro is extremely expressive. It can represent a wide variety of models, including: * directed and undirected models * models in which conditions and constraints are expressed by arbitrary Scala functions * models involving inter-related objects * open universe models in which we don't know what or how many objects exist * models involving discrete and continuous elements * models in which the elements are rich data structures such as trees Figaro provides a rich library of constructs to build these models, and provides ways to extend this library to create your own model elements. Figaro's library of reasoning algorithms is also extensible. Current built-in algorithms include: * Exact inference using variable elimination * Importance sampling * Metropolis-Hastings, with an expressive language to define proposal distributions * Support computation * Most probable explanation (MPE) using variable elimination Figaro provides both regular and anytime versions of some of these algorithms. In addition to the built-in algorithms, Figaro provides a number of tools for creating your own reasoning algorithms. Figaro can also represent dynamic models and provides a particle filtering algorithm for such models. + + + + + + + + + + + + + + + + + + Avi Pfeffer, PhD Principal Scientist Decision Management Systems Government Services Charles River Analytics Inc. 617.491.3474 x513 www.cra.com THIS MESSAGE IS INTENDED FOR THE USE OF THE PERSON TO WHOM IT IS ADDRESSED. IT MAY CONTAIN INFORMATION THAT IS PRIVILEGED, CONFIDENTIAL AND EXEMPT FROM DISCLOSURE UNDER APPLICABLE LAW. If you are not the intended recipient, your use of this message for any purpose is strictly prohibited. If you have received this communication in error, please delete the message and notify the sender so that we may correct our records.
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