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https://github.com/probml/pgm-jax

Probabilistic Graphical Models in JAX
https://github.com/probml/pgm-jax

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Probabilistic Graphical Models in JAX

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# pgm-jax
Probabilistic Graphical Models in JAX.
This is a work in progress.
Currently we only support belief propagation in (loopy)
Gaussian PGMs. In the case of chain structured graphs
with linear-Gaussian potentials,
this gives the same result as Kalman smoothing.