To-Do List

We need a way to "lift" a "Distribution" (without parameters, so really a family) to a Model, or one with parameters to a ConditionalModel

Models are "function-like", so a ConditionalModel should be sometimes usable as a value. m1(m2(args)) should work.

This also means m1 ∘ m2 should be fine

Since inference primitives are specialized for the type of data, we can include methods for Union{Missing, T} data. PyMC3 has something like this, but for us it will be better since we know at compile time whether any data are missing.

There's a return available in case you want a result other than a NamedTuple, but it's a little fiddly still. I think whether the return is respected or ignored should depend on the inference primitive. And some will also modify it, similar to how a state monad works. Likelihood weighting is an example of this.

Rather than having lots of functions for inference, anything that's not a primitive should (I think for now at least) be a method of... let's call it sample. This should always return an iterator, so we can combine results after the fact using tools like IterTools, ResumableFunctions, and Transducers.

This situation just described is for generating a sequence of samples from a single distribution. But we may also have models with a sequence of distributions, either observed or sampled, or a mix. This can be something like Haskell's iterateM, though we need to think carefully about the specifics.

We already have a way to merge models, we should look into intersection as well.

We need ways to interact with Turing and Gen. Some ideas:

• Turn a Soss model into an "outside" (Turing or Gen) model
• Embed outside models as a black box in a Soss model, using their methods for inference

We are working on the SossMLJ package, which will provide an interface between Soss and the MLJ machine learning framework.