The idea of Probabilistic Programming is to use the expressiveness of programming languages to build probabilistic models. To implement this idea, a common approach is to take a general purpose language and extend it with (1) a function that allows to sample a value from a distribution, (2) a function that allows to condition values of variables in a program via observations, and (3) an inference procedure that build a distribution for a program using the two previous constructs.

Following this approach, we propose to extends a reactive programming language with probabilistic constructs. This new language enables the modeling of probabilistic reactive systems, that is, probabilistic models in constant interaction with their environment. Examples of such systems include time-series prediction, agent-based systems, or infrastructure self-tuning.

To demonstrate this approach, we started from ReactiveML, a reactive extension of OCaml that supports parallel composition of processes, communication through signals, preemption, and suspension. We extend the language with classic probabilistic constructs (sample, factor à la WebPPL) and propose an inference scheme for reactive processes, that are, non-terminating functions.