Fast Bayesian Inference with RxInfer.jl | Dmitry Bagaev | Julia User Group Munich

This is the recording of this meetup https://www.meetup.com/julia-user-gro... by the Julia User Group Munich. https://rxinfer.ml/ A path to fast and scalable Bayesian inference (Dmitry Bagaev) Given a probabilistic model, RxInfer allows for an efficient message-passing based Bayesian inference. It uses the model structure to generate an algorithm that consists of a sequence of local computations on a Forney-style factor graph (FFG) representation of the model. RxInfer.jl has been designed with a focus on efficiency, scalability and maximum performance for running inference with reactive message passing. It excels in models with conjugate likelihood-prior pairings. RxInfer also supports non-conjugate inference and is continually being improved to handle a broader class of models.