{"id":171174,"date":"2013-07-16T23:44:21","date_gmt":"2013-07-17T06:44:21","guid":{"rendered":"https:\/\/www.microsoft.com\/en-us\/research\/project\/r2-a-probabilistic-programming-system\/"},"modified":"2017-06-14T09:01:38","modified_gmt":"2017-06-14T16:01:38","slug":"r2-a-probabilistic-programming-system","status":"publish","type":"msr-project","link":"https:\/\/www.microsoft.com\/en-us\/research\/project\/r2-a-probabilistic-programming-system\/","title":{"rendered":"R2: A Probabilistic Programming System"},"content":{"rendered":"
R2 is a probabilistic programming system that uses powerful techniques from program analysis and verification for efficient Markov Chain Monte Carlo (MCMC) inference. The language that is used to describe probabilistic models in R2 is based on C#.R2 compiles the given model into executable code to generate samples from the posterior distribution. The inference algorithm currently implemented in R2 is a variation of the Metropolis-Hastings sampling algorithm.<\/p>\n