TuringLang/Turing.jl
A Julia library for Bayesian inference using probabilistic programming, supporting MCMC methods like Hamiltonian Monte Carlo.

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Turing.jl is a probabilistic programming framework that enables users to define and perform Bayesian inference on probabilistic models. It provides automated inference algorithms including Markov Chain Monte Carlo (MCMC) methods such as Hamiltonian Monte Carlo (HMC), supporting tasks ranging from parameter estimation to Bayesian neural network training.