Hello Jacques, Thus quoth Jacques Carette at 13:57 on Sun, Jun 18 2017:
While we're mentioning Haskell-embedded languages for probabilistic programming, there is yet another, Hakaru.
github: https://github.com/hakaru-dev/hakaru docs: https://hakaru-dev.github.io/ hackage: https://hackage.haskell.org/package/hakaru-0.4.0
Thanks for the reference! To my inexperienced eye, this offers somewhat similar functionality to Benjamin's library (the original poster).
It can be used either embedded or via an external syntax. It can act as a sampler, but also do code generation (to Haskell, to C, more coming), simplification (via Maple if it is installed) and disintegration (aka conditioning).
Sounds pretty impressive, I'll keep the reference in mind. -- Sergiu