Stochy is a probabilistic programming language embedded within Julia. Models are specified using a functional subset of Julia, and inference can be performed by exhaustive enumeration, PMCMC1 or Metropolis-Hastings2. The implementation follows the approach described in The Design and Implementation of Probabilistic Programming Languages.
This project is no longer under development.
If you're looking for an actively maintained and more fully featured system you might take a look at WebPPL. (Stochy is basically a half-finished Julia port of WebPPL.) You'll find many more alternatives in this list of probabilistic programming systems.
Install the most recent revision from the Julia REPL like so:
3 months ago