By: Chad Scherrer

Re-posted from: https://informativeprior.com/blog/2021/01-28-measure-theory/index.html

Modern probabilistic modeling puts strong demands on the interface and implementation of libraries for probability distributions. MeasureTheory.jl is an effort to address limitations of existing libraries. In this post, we'll motivate the need for a new library and give an overview of the approach and its benefits.