Belief Propagation

This is a Method proposed in Judea Pearl, 1982: Reverend Bayes on inference engines: A distributed hierarchical approach, AAAI 1982.

Belief Propagation is a message passing inference method for statistical graphical models (e.g. Markov random fields). The basic idea is to compute the marginal distribution of unobserved nodes, based on the conditional distribution of observed nodes. A simple and intuitive case is when the graphical model is both a factor graph and a tree, then it will can compute the exact marginals.