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Probabilistic Programming in Birch

Birch trunk

Birch is an imperative, object-oriented, universal probabilistic programming language. It provides automatic marginalization and automatic conjugacy computations, in combination with Sequential Monte Carlo (SMC) inference algorithms, and efficient memory management to leverage the path coalescence inherent in these algorithms.

Birch is free and open source software for Linux, macOS and Windows. It compiles to C++14 with shared-memory parallelism provided by OpenMP and fast numerics by Eigen.

Research and development is ongoing. See Getting Started to try it yourself.

Example

A simple linear-Gaussian state-space model written in Birch.

β:Real <- 0.9;
σ2:Real <- 1.0;
T:Integer <- 10;
x:Random<Real>[T];
y:Random<Real>[T];

x[1] ~ Gaussian(0.0, σ2);
y[1] ~ Gaussian(x[1], σ2);  
for t in 2..T {
  x[t] ~ Gaussian(β*x[t - 1], σ2);
  y[t] ~ Gaussian(x[t], σ2);
}

Talks

Papers