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The Bayesian Network is an easy-to-understand graphical notation representing the conditional inter-dependence of variables within a system. This simple graphical formalism can leverage conditional probability distributions to describe relationships between variables in a system. How can Bayesian networks compute the probabilities of specific events given other facts? Humans also use this kind of reasoning to render decisions in uncertain environments.

Software

Notable software for Bayesian networks include:

  • Just another Gibbs sampler (JAGS) – Open-source alternative to WinBUGS. Uses Gibbs sampling.
  • OpenBUGS – Open-source development of WinBUGS.
  • SPSS Modeler – Commercial software that includes an implementation for Bayesian networks.
  • Stan (software) – Stan is an open-source package for obtaining Bayesian inference using the No-U-Turn sampler (NUTS), a variant of Hamiltonian Monte Carlo.
  • PyMC3 – A Python library implementing an embedded domain specific language to represent bayesian networks, and a variety of samplers (including NUTS)
  • WinBUGS – One of the first computational implementations of MCMC samplers. No longer maintained.