The Open Probabilistic Library (ProBT) is a C++ Application Program
Interface for friendly and abstract probabilistic
programming. Probabilistic programming deals with the construction of
mathematical models for representing and managing the incomplete
knowledge of a system. A probabilistic program consists of two main
stages : (i) the construction of the preliminary knowledge and (ii)
the use of this knowledge for solving a problem. The preliminary
knowledge is the identification of a set of variables that are
considered relevant for the model and the writing of the
joint
distribution. A joint distribution is decomposed into a set of
elementary distributions defined by parametric forms or other joint
distributions. ProBT provides a set of built-in elementary distributions,
methods and classes for the construction and use of probabilistic
knowledge.
In this chapter we give a brief introduction to ProBT. We define the main ProBT classes and give some examples. These examples depict the use of main ProBT features. Our goal is not to introduce probabilistic programming but to show ProBT functionalities. We assume that the reader has basic knowledge on C++ and on probabilistic programming.