EEA-sensors / Bayesian-Filtering-and-Smoothing
Companion Matlab and Python codes for the book Bayesian Filtering and Smoothing by Simo Särkkä and Lennart Svensson
☆69Updated last year
Alternatives and similar repositories for Bayesian-Filtering-and-Smoothing:
Users that are interested in Bayesian-Filtering-and-Smoothing are comparing it to the libraries listed below
- Companion code in JAX for the paper Parallel Iterated Extended and Sigma-Point Kalman Smoothers.☆27Updated 8 months ago
- Accompanying code for "State Estimation of a Physical System without Governing Equations"☆86Updated 9 months ago
- stochastic recursive Gaussian Process (SRGP)☆20Updated 4 years ago
- Official documentation☆29Updated 4 years ago
- Bayesian Filtering & Smoothing demos☆18Updated 5 years ago
- Scalable Gaussian Process Regression with Derivatives☆38Updated 6 years ago
- Koopman operator identification library in Python, compatible with `scikit-learn`☆73Updated 5 months ago
- Zheng Zhao's doctoral dissertation from Aalto University☆34Updated 2 years ago
- State-space deep Gaussian processes in Python and Matlab☆30Updated 2 years ago
- Particle filtering and sequential parameter inference in Python☆81Updated 2 years ago
- Bayes-Newton—A Gaussian process library in JAX, with a unifying view of approximate Bayesian inference as variants of Newton's method.☆232Updated last year
- ☆14Updated 6 years ago
- GPz 2.0: Heteroscedastic Gaussian processes for uncertain and incomplete data☆49Updated 4 years ago
- Repository for "Fitting a Kalman Smoother to Data"☆59Updated last year
- Codes for Hilbert space reduced-rank GP regression☆14Updated 5 years ago
- Approximate inference for Markov Gaussian processes using iterated Kalman smoothing, in JAX☆99Updated last year
- Data-driven dynamical systems toolbox.☆74Updated last week
- Taylor moment expansion in Python (JaX and SymPy) and Matlab☆11Updated 4 months ago
- Streaming sparse Gaussian process approximations☆64Updated 2 years ago
- ☆16Updated 8 years ago
- Code to implement efficient spatio-temporal Gaussian Process regression via iterative Kalman Filtering. KF is used to resolve the tempora…☆39Updated 6 years ago
- Code repo for "Kernel Interpolation for Scalable Online Gaussian Processes"☆60Updated 4 years ago
- Sparse Spectrum Gaussian Process Regression☆22Updated 5 years ago
- Infinite-horizon Gaussian processes☆32Updated 4 years ago
- IterGP: Computation-Aware Gaussian Process Inference (NeurIPS 2022)☆41Updated 2 years ago
- GPstuff - Gaussian process models for Bayesian analysis☆174Updated 2 years ago
- Exploring how to to deal with uncertain inputs with gaussian process regression models.☆27Updated 4 years ago
- ☆21Updated last year
- A Python package to learn the Koopman operator.☆55Updated 5 months ago
- A Tensorflow based library for Time Series Modelling with Gaussian Processes☆30Updated 9 months ago