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I am looking for libraries available from Python to compute marginals on an undirected graphical model (i.e. a random field) with loops.

Some algorithms for this could be LBP (loopy belief propagation) or GBP (generalized belief propagation), although I don't need to use a specific algorithm.

I checked SciKit learn but they don't seem to have much for graphical models.

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Have a look at PyMC (documentation is available as pdf and html)

See also this section on using arbitrary factors.

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  • $\begingroup$ Thanks! On a quick look I didn't see anything to compute marginals. Perhaps I missed it? $\endgroup$ – Amelio Vazquez-Reina Dec 11 '12 at 18:26
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    $\begingroup$ for the example in the tutorial, the plotting of the marginal posterior distribution for one of the parameters is shown in section 3.5.3 $\endgroup$ – Andre Holzner Dec 11 '12 at 19:05

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