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Documentation

Start with the README or choose a path in Concepts and Reading Paths.

Tutorials

Clay notebooks in notebooks/foerster/, rendered at replikativ.github.io/foerster. Each runs as it renders, in CI on every pull request.

NotebookTopics
Getting Starteda first model, sample and observe, SMC, the posterior and the evidence
Inference in a Running Applicationa live queue, speculative application state, SMC checked against enumeration
Choosing an Inference Algorithmimportance sampling, SMC, particle MCMC, MCMC and BBVI on known posteriors; which to use when
Inference Methodsevery inference method foerster implements — what it does, when to use it, its options and cost, a run on a model with a known answer, and the papers it comes from
Models in Worlds:world-policy :fork, systems in the world, budgets, what cannot be copied
Blocks and HMCnumerical blocks, HMC-within-Gibbs, checking a gradient
Streaming SMConline filtering against the Kalman filter
Trace Programming and Custom Movesthe generative function interface, MH by selection, involutive MCMC
Interventions and Counterfactualsseeing and doing, interventions by selector, twin-world counterfactuals
From Data to Counterfactual Repairsnative mechanism fitting, held-out checks, bootstrap effect/attribution uncertainty and incident repairs against known truth
A Gallery of Classic Modelssmall models checked against exact answers, including branching and label switching
From the PyMC Gallerygolf putting (logistic and geometric models compared by LOO) and radon (partial pooling, NUTS on 89 parameters), each against an exact posterior; stochastic volatility (a non-centred path by NUTS, checked by a particle filter)
Marketing Mix Modelingadstock and saturation fit by NUTS on a block, ROAS by counterfactual and in the twin world, a lift test, budget splits by expected response and CVaR — against a known truth
Steering a ProcessSMC over scored steps of a process without a density, value estimates as twists, trajectories as training data

Guides

Guide
Concepts and Reading Pathsworlds, traces, measures, populations, blocks and their boundaries
Incremental Trace Inferencecomplete keyed traces, finite Gibbs, resumable SCMC and the proposed reactive boundary
Causal Queries and Identifiabilityreusable abduction, nested worlds, ID/IDC, attribution, repairs and actual causality
Amortized Inferenceautomatic RV schemas and masks, conditional sampling artifacts, causal reconstruction and intervention inference
Languagesites and their options, addresses, selectors, the rules of the spin macro
Algorithmsevery inference entry point and its options; foerster in an interpreter sandbox
Posteriorsreading a measure: particles, traces, summaries, ESS, evidence, training data
Checking a Model and its Inferenceprior predictive simulation, several methods, R-hat/ESS/MCSE and SMC diagnostics, posterior predictive checks, model comparison, simulation-based calibration
Coming from Other PPLsStan, PyMC, Turing, Gen, Anglican and WebPPL concepts in foerster, and what foerster does not have yet
Inference Programsscoped custom population programs, targets, weight accounting and Markov transitions
Extendingyour own distributions, policies, proposals, MH moves and kernels; learned twists and proposals
Worldscanonical worlds, their lifecycle, failure and recovery, resources
Distributions and Reproducibilityfoerster.dist, writing a distribution, seeds and streams
Designsavepoint-based traces, numerical capabilities and the shared inference engines
Literaturethe systems and papers foerster builds on, by method

Reference

The API reference is on cljdoc, generated from the docstrings.

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