Software Packages for Graphical Models

Written by Kevin Murphy.
Last updated 16 June 2014.
(Thanks to Alex Gorban for helping me with the switch to Google Sheets.)

Review articles

• List of GM code at MLOSS
• Click here for a short article I wrote for the ISBA (International Society for Bayesian Analysis) Newsletter, December 2007, sumarizing some of the packages below.
• Click here for a more detailed discussion of some of these packages written by Ann Nicholson and Kevin Korb in 2004.
• Click here for a French version of my comparison table (not necessarily up-to-date).

What do the headers in the table mean?

• Src = source code included? (N=no) If so, what language?
• Cts = are continuous (latent) nodes supported? G = (conditionally) Gaussians nodes supported analytically, Cs = continuous nodes supported by sampling, Cd = continuous nodes supported by discretization, Cx = continuous nodes supported by some unspecified method, D = only discrete nodes supported.
• GUI = Graphical User Interface included?
• Learns parameters?
• Learns structure? CI = means uses conditional independency tests
• Utility = utility and decision nodes (i.e., influence diagrams) supported?
• Free? 0 = free (although possibly only for academic use). $ = commercial software (although most have free versions which are restricted in various ways, e.g., the model size is limited, or models cannot be saved, or there is no API.)
• Undir? What kind of graphs are supported? U = only undirected graphs, D = only directed graphs, UD = both undirected and directed, CG = chain graphs (mixed directed/undirected).
• Inference = which inference algorithm is used? jtree = junction tree, varelim = variable (bucket) elimination, MH = Metropols Hastings, G = Gibbs sampling, IS = importance sampling, sampling = some other Monte Carlo method, polytree = Pearl's algorithm restricted to a graph with no cycles, VMP = variational message passing, EP = expectation propagation, SL = the program is designed for structure learning from completely observed data, not state estimation
• Comments. If in "quotes", I am quoting the authors at their request.

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