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ProbabilisticGraphicalModels

General Purpose C++ Implementation for Inference and Learning in Bayesian and Markov Networks.

This code contains:

  • an implementation for Bayesian and Markov Networks
  • exact inference using Clique Tree Message Passing and Belief Propogation
  • approximate inference using Gibbs Sampling and Loopy Belief Propagation over the Bethe Cluster Graph
  • parameter learning for Bayesian Network from observed data samples (counting and smoothing)
  • gradient ascent to learn parameters of a Markov Network from observed data samples

If you think you could use this code, let me know and I'll speed up the documentation!