TensorFlow Probability (TFP) is a production-grade library for probabilistic modeling and Bayesian inference. It provides a comprehensive suite of probability distributions, bijectors (normalizing flows), MCMC kernels (HMC, NUTS, SMC, etc.), variational inference, Gaussian processes, structural time series, and Bayesian optimization. The library supports TensorFlow, JAX, and NumPy backends through a rewrite system, enabling seamless switching between hardware accelerators. The architecture is modular: each distribution, bijector, and kernel inherits from well-defined abstract base classes with `parameter_properties` for automatic shape and constraint inference. Key entry points include `tfp.distributions`, `tfp.bijectors`, `tfp.mcmc`, `tfp.vi`, `tfp.sts`, and `tfp.experimental` for cutting-edge methods. The code is heavily tested across all backends, with property-based tests and numerical stability checks. While primarily an application library, it also includes research-grade components in `discussion/` and `spinoffs/` (Inference Gym, AutoBNN, FunMC) that serve as benchmarks and experimental prototypes.
NIMBLE is an R package for hierarchical Bayesian modeling that implements a domain-specific language (BUGS) for model specification and compiles models to C++ for efficient MCMC, Laplace approximation, and other inference algorithms. The architecture is a hybrid R/C++ system where R handles model parsing, compilation orchestration, and high-level algorithm construction, while generated C++ code (using embedded Eigen and CppAD libraries) performs efficient sampling and automatic differentiation. Key entry points include `nimbleModel()`, `buildMCMC()`, `runMCMC()`, and `compileNimble()`. The package provides a 'programming with models' framework allowing users to write custom inference algorithms that operate on arbitrary model structures. It bundles extensive classic BUGS benchmarks for regression testing. While the core functionality is well-maintained, the vendored Eigen and CppAD libraries and the complex compilation system introduce potential drift risks.