Companion Matlab and Python codes for the book Bayesian Filtering and Smoothing by Simo Särkkä and Lennart Svensson
☆88Feb 5, 2026Updated 8 months ago
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. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- GPFlow based implementation of temporal parallellization of state space GPs☆16Sep 8, 2022Updated 4 years ago
- Iterative State Estimation in Non-linear Dynamical Systems Using Approximate Expectation Propagation☆15Jun 30, 2022Updated 4 years ago
- Trajectory optimization for a missile model using Flexible Final Time Constrained Differential Dynamic Programming (FFT-CDDP).☆10Apr 2, 2022Updated 4 years ago
- ☆12Jan 11, 2020Updated 6 years ago
- Sensor Fusion for Target Tracking☆64Mar 20, 2021Updated 5 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- All You Need is a Good Functional Prior for Bayesian Deep Learning (JMLR 2022)☆19Apr 22, 2022Updated 4 years ago
- Companion code in JAX for the paper Parallel Iterated Extended and Sigma-Point Kalman Smoothers.☆28Aug 9, 2024Updated 2 years ago
- Taylor moment expansion in Python (JaX and SymPy) and Matlab☆11Nov 26, 2024Updated last year
- A Python package for probabilistic state space modeling with JAX☆1,017Oct 1, 2026Updated last week
- Radar IQ data processing using the GPU☆11Nov 12, 2025Updated 10 months ago
- Dive into Deep Learning, with Julia programming language and Flux.jl.☆11Oct 28, 2024Updated last year
- Metu-Sensor-Fusion-Lab / Multi-Ellipsoidal-Extended-Target-Tracking-with-Variational-Bayes-Inference☆11Jul 19, 2022Updated 4 years ago
- Nonconvex Regularized Robust Regression via I-LAMM Algorithm☆13May 9, 2022Updated 4 years ago
- Python code for implementing the 4DEnVar Data Assimilation method and examples of use☆14Sep 18, 2026Updated 2 weeks ago
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- Sequential Monte Carlo in python☆506Sep 24, 2026Updated 2 weeks ago
- ☆11Feb 8, 2023Updated 3 years ago
- Structural Time Series in JAX☆220May 8, 2024Updated 2 years ago
- Input Inference for Control (i2c), a control-as-inference framework for optimal control☆26Sep 6, 2023Updated 3 years ago
- A curated list of resources for learning Gaussian Processes☆41Jul 18, 2021Updated 5 years ago
- ☆12Jul 6, 2022Updated 4 years ago
- This is a collection of code samples aimed at illustrating temporal parallelization methods for sequential data.☆34Sep 15, 2023Updated 3 years ago
- Interactive textbook on state-space models☆211Jan 24, 2024Updated 2 years ago
- Sensor Data Fusion Group☆93Dec 6, 2019Updated 6 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- Public code for running Stochastic Gradient Descent on GPs.☆39Apr 23, 2025Updated last year
- 2D delaunay triangulation demo☆10Apr 30, 2018Updated 8 years ago
- ☆10Jan 7, 2020Updated 6 years ago
- ☆20Nov 29, 2023Updated 2 years ago
- Superfast Line Spectral Estimation☆11Jan 27, 2023Updated 3 years ago
- An easy to use Julia framework for agent based modeling.☆13Dec 22, 2023Updated 2 years ago
- Perceptual Position-aware Shapelet Network, accepted by ECML PKDD 2022☆12Jun 27, 2022Updated 4 years ago
- Code for the paper "Outlier-robust Kalman Filtering through Generalised Bayes" presented at ICML 2024☆71Mar 20, 2026Updated 6 months ago
- A zoo of implementations of differential equation problems in NumPy and JAX. Oscillators, chemical reactions, n-body problems, epidemiolo…☆19Dec 28, 2023Updated 2 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- Repository for computing the probability distribution of an optimal control problem☆11Oct 4, 2021Updated 5 years ago
- Example code to speed up GP inference with gradients for high-dimensional inputs.☆14Jul 12, 2021Updated 5 years ago
- Recursive Bayesian Estimation (Sequential / Online Inference)☆65Apr 17, 2024Updated 2 years ago
- Matlab code for my paper "Copula Variational Bayes inference via information geometry", submitted to IEEE Trans. on information theory, 2…☆56Dec 21, 2018Updated 7 years ago
- A backend for storing MCMC draws.☆22Jun 22, 2026Updated 3 months ago
- ☆25Sep 10, 2023Updated 3 years ago
- ☆11Oct 15, 2025Updated 11 months ago