A DSL for probabilistic programming
cabal sandbox init
cabal configure
cabal build
cabal run
The example is a hidden markov model with two states, A and B. Each state
generates observations from a standard normal distribution centered on 0 (for
A) and 5 (for B).
The probability of switching state is 0.75 - independent of the current state.
The example generates a list of observations, and infers both the "switching probability" and the sequence of states that generated the observations.