| VMP | Variational Message Passing |
| EVMP | Extended Variational Message Passing |
| BP | Belief propagation |
| EP | Expectation propagation |
| FFG | Forney-style Factor Graph |
| EF | Exponential family |
| NEF | Non-standard exponential family |
| LWS | List of Weighted Samples |
| IS | Importance sampling |
| MCMC | Markov Chain Monte Carlo |
| HMC | Hamiltonian Monte Carlo |
| ADVI | Automatic Differentiation Variational Inference |
| PG | Particle Gibbs |