Fast and Flexible Probabilistic Programming with Soss.jl
A few months ago, Colin Carroll posted A Tour of Probabilistic Programming Language APIs, where he compared the APIs of a variety of probabilistic programming languages (PPLs) using this model:
\[ \begin{aligned} p ( \mathbf { w } ) & \sim \mathcal { N } \left( \mathbf { 0 } , I _ { 5 } \right) \\ p ( \mathbf { y } | X , \mathbf { w } ) & \sim \mathcal { N } \left( X \mathbf { w } , 0.
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