Entropy (Basel)
October 2024
This paper presents GraphPPL.jl, a novel probabilistic programming language designed for graphical models. GraphPPL.
View Article and Find Full Text PDFBayesian state and parameter estimation are automated effectively in a variety of probabilistic programming languages. The process of model comparison on the other hand, which still requires error-prone and time-consuming manual derivations, is often overlooked despite its importance. This paper efficiently automates Bayesian model averaging, selection, and combination by message passing on a Forney-style factor graph with a custom mixture node.
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