In Maximum Entropy and Bayesian Methods, K.M. Hanson and R.N. Silver, eds., pp. 125-134 (Kluwer Academic, Dordrecht, 1996)

The Bayes Inference Engine

Kenneth M. Hanson and Gregory S. Cunningham
Los Alamos National Laboratory


We are developing a computer application, called the Bayes Inference Engine, to provide the means to make inferences about models of physical reality within a Bayesian framework. The construction of complex nonlinear models is achieved by a fully object-oriented design. The models are represented by a data-flow diagram that may be manipulated by the analyst through a graphical-programming environment. Maximum a posteriori solutions are achieved using a general, gradient-based optimization algorithm. The application incorporates a new technique of estimating and visualizing the uncertainties in specific aspects of the model.

Keywords: Bayesian analysis, MAP estimator, uncertainty estimation, object orientation, adjoint differentiation, optimization

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