At the Typelevel Summit in Philadelphia I gave a talk about probabilistic programming, which I have recently been exploring. Probabilistic programming combines two great research areas that go great together—functional programming and machine learning (specifically, Bayesian inference). In this blog post I’ll attempt to explain the basic ideas behind probabilistic programming. I’m assuming you, dear reader, skew more towards programming than statistics, but are not afraid of numbers. Hence I’ll concentrate more on the programming than the machine learning side of things here.