A graphical model or probabilistic graphical model (PGM) or structured probabilistic model is a probabilistic model for which a graph expresses the conditional dependence structure between random variables. They are commonly used in probability theory, statistics—particularly Bayesian statistics—and machine learning. (Wikipedia)
Approximate probabilistic inference algorithms are central to many fields. Examples include sequential Monte Carlo inference in robotics, variational inference in machine learning, and Markov chain Monte Carlo inference in statistics.