I am a PhD candidate in the SPS group of Electrical Engineering department in Eindhoven University of Technology. My research interests lie in the fields of computer science, software developing, numerical modeling, machine learning, computational optimization and high-performant parallelized applications.
ReactiveMP.jl is a native Julia implementation of reactive message passing-based Bayesian inference in probabilistic graphical models. The package supports a large range of standard probabilistic models and can be extended to custom novel nodes and message update rules. In contrast to non-reactive (imperatively coded) Bayesian inference packages, ReactiveMP.jl scales easily to support inference on a standard laptop for large models with tens of thousands of variables and millions of nodes.