Bayesian Decision-Making toolbox for C++

1

Version:
0.1
Author:
Vaclav Smidl
BDM is a collection of methods for selected tasks of Bayesian decision-making, such as estimation, filtering and control.

Approach

The toolbox is designed using two design criteria: Hence, each mathematical object such as probability density is represented by one software object. The resulting algorithms are then implemented as operations on these objects. In cases when more efficient solution can be achived when this structure is not respected, a parallel implementation is created and clearly marked as specific.

Methods

At present we support the following methods:

Implementation

BDM is build on top of IT++ which wraps numerically efficient operations of linear algebra into easy to use C++ classes. Thanks to this excellent library, writing of numerical algorithms is as easy as in Matlab but we gain significant advantages:


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