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This toolbox implements the EP algorithms described in"A family of algorithms for approximate Bayesian inference" and"Expectation Propagation for approximate Bayesian inference".

This toolbox requires theLightspeed toolbox.

See Contents.m for a list of functions. This toolbox uses theobject-oriented features of Matlab. You first create a 'task'structure, then create a 'bpm_ep' object. This object has methodslike 'train' and 'classify'. See the 'test' scripts for examples.

Tom Minka