Fugue is a production-ready, monadic probabilistic programming library for Rust that enables elegant probabilistic programming by composing Model values in direct style. The library provides pluggable interpreters and state-of-the-art inference algorithms, making it perfect for Bayesian modeling and statistical computing.
Key features include type-safe distributions with natural return types, multiple inference methods (MCMC, SMC, Variational Inference, ABC), comprehensive diagnostics, and ergonomic macros for do-notation and vectorization.