The worksheets are based on the materials for the Probabilistic Programming for Advanced Machine Learning 2016 (PPAML16) summerschool, which you can find here.
If you want to run the worksheets locally and attempt solving the exercises then you should follow these installation instructions. Make sure you have a recent Java Development Kit installed. To install the JDK on Ubuntu use:
sudo apt-get install default-jdk
Then download and install Leiningen which is a project management system for Clojure. You need version > 2.x so make sure to remove the Linux package if you have it installed already and run:
wget https://raw.githubusercontent.com/technomancy/leiningen/stable/bin/lein
chmod a+x ./lein
sudo mv ./lein /usr/local/bin/lein
Clone this repository, cd into it and run
lein gorilla :port 9876
Finally, open http://localhost:9876/worksheet.html and you should be in the Gorilla REPL with all of the worksheets available.