Examples overview
This section contains a set of examples for Bayesian Inference with ReactiveMP package in various probabilistic models.
This section is WIP and more examples will be added over time. More examples can be found in demo/ folder at GitHub repository.
- Gaussian Linear Dynamical System: An example of inference procedure for Gaussian Linear Dynamical System with multivariate noisy observations using Belief Propagation (Sum Product) algorithm. Reference: Simo Sarkka, Bayesian Filtering and Smoothing.
- Hierarchical Gaussian Filter: An example of online inference procedure for Hierarchical Gaussian Filter with univariate noisy observations using Variational Message Passing algorithm. Reference: Ismail Senoz, Online Message Passing-based Inference in the Hierarchical Gaussian Filter
- Autoregressive Model: An example of variational Bayesian Inference on full graph for Autoregressive model. Reference: Albert Podusenko, Message Passing-Based Inference for Time-Varying Autoregressive Models.