It is trivial to implement all of the following probabilistic models using the toolbox.

• Static
  • Linear regression, logistic regression, hierarchical mixtures of experts
  • Naive Bayes classifiers, mixtures of Gaussians, sigmoid belief nets
  • Factor analysis, probabilistic PCA, probabilistic ICA, mixtures of these models
• Dynamic
  • HMMs, Factorial HMMs, coupled HMMs, input-output HMMs, DBNs
  • Kalman filters, ARMAX models, switching Kalman filters, tree-structured Kalman filters, multiscale AR models
• Many other combinations, for which there are (as yet) no names!