analog-garage / dimple

Dimple: Java and Matlab libraries for probabilistic inference
Apache License 2.0
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Dimple is an open-source software tool for probabilistic modeling, inference, and learning. Dimple allows models to be specified in the form of a factor graph, which is a type of probabilistic graphical model, and can perform inference on those models using a variety of algorithms, including various forms of belief propagation and Gibbs sampling.

For more details see the project wiki