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Birch

An object-oriented, universal probabilistic programming language.

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Birch is an imperative, object-oriented, universal probabilistic programming language. It compiles to C++14 for Linux, macOS, and Windows 10, and is free and open source.

Probabilistic models are specified in Birch by writing a program to simulate the joint distribution. Inference methods are also written in Birch. Sequential Monte Carlo (SMC) is currently supported, with analytical optimizations—such as locally-optimal proposals and Rao–Blackwellization—applied automatically.

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