In this post I’ll explain something folkloric: that you can pretend that the continuation monad is a probability monad, and do probabilistic programming in it. Unlike more obvious representations of probability like the one in Numeric.Probability.Distribution via lists, this way works equally well for continuous as for discrete distributions (as long as you don’t mind numerical integration). The post is a literate Haskell program, which is an expanded version of this repository. It’s a sort of sequel to my very first blog post, Abusing the continuation monad.
I mentally call this idea “synthetic measure theory” or sometimes “synthetic probability”, although as far as I know it is not related to various Google hits for those terms such as this, or this. (But one of the hits is this paper, which is probably related.)
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