LaplacesDemon is an open-source statistical package that is intended to provide a complete environment for Bayesian inference.

Some numerical approximation families of algorithms include Laplace's method (Laplace approximation), numerical integration (iterative quadrature), Markov chain Monte Carlo (MCMC), and variational Bayesian methods.

[4] An extension package called LaplacesDemonCpp is in development to provide C++ functionality.

[5] The software was named after the concept of Laplace's demon, which refers to a hypothetical being capable of predicting the universe.

Pierre-Simon Laplace alluded to this hypothetical being in the introduction to his Philosophical Essay on Probabilities.