METHOD AND APPARATUS FOR PERFORMING PROBABILISTIC INFERENCE AND PROVIDING RELATED SOLUTION METHODS

摘要

A method, apparatus and computer program product for performing probabilistic inference and providing related solution methods is presented. At least one state space (SS) is obtained for variables of interest relating to a problem of interest. None or more densities (D) defining pure functions over locations in the at least one SS are also obtained as is none or more kernels (K) defining a stochastic walk through the at least one SS. A virtual machine executes a stochastic walk through the state space to produce a solution for a problem of interest.