EEA-sensors / parallel-non-linear-gaussian-smoothersLinks
Companion code in JAX for the paper Parallel Iterated Extended and Sigma-Point Kalman Smoothers.
☆27Updated last year
Alternatives and similar repositories for parallel-non-linear-gaussian-smoothers
Users that are interested in parallel-non-linear-gaussian-smoothers are comparing it to the libraries listed below
Sorting:
- Bayes-Newton—A Gaussian process library in JAX, with a unifying view of approximate Bayesian inference as variants of Newton's method.☆239Updated last year
- Approximate inference for Markov Gaussian processes using iterated Kalman smoothing, in JAX☆102Updated 2 years ago
- This is a collection of code samples aimed at illustrating temporal parallelization methods for sequential data.☆33Updated 2 years ago
- Code repo for "Kernel Interpolation for Scalable Online Gaussian Processes"☆64Updated 4 years ago
- Lightweight library of stochastic gradient MCMC algorithms written in JAX.☆105Updated last year
- Code for efficiently sampling functions from GP(flow) posteriors☆73Updated 4 years ago
- Recursive Bayesian Estimation (Sequential / Online Inference)☆59Updated last year
- IterGP: Computation-Aware Gaussian Process Inference (NeurIPS 2022)☆42Updated 2 years ago
- Extensible Tensorflow library for differentiable particle filtering. ICML 2021.☆42Updated 2 years ago
- Nonparametric Differential Equation Modeling☆55Updated last year
- Minimal Implementation of Bayesian Optimization in JAX☆97Updated 5 months ago
- Bayesian learning and inference for state space models (SSMs) using Google Research's JAX as a backend☆60Updated last year
- Companion Matlab and Python codes for the book Bayesian Filtering and Smoothing by Simo Särkkä and Lennart Svensson☆78Updated last year
- A generic interface for linear algebra backends☆73Updated 7 months ago
- Turning SymPy expressions into JAX functions☆45Updated 4 years ago
- Loopy belief propagation for factor graphs on discrete variables, in JAX!☆65Updated last year
- Loopy belief propagation for factor graphs on discrete variables in JAX☆157Updated last year
- Jax SSM Library☆49Updated 2 years ago
- Normalizing Flows using JAX☆85Updated last year
- A generic library for linear and non-linear Gaussian smoothing problems. The code leverages JAX and implements several linearization algo…☆12Updated 10 months ago
- Exponential families for JAX☆75Updated this week
- Minimal Gaussian process library in JAX with a simple (custom) approach to state management.☆12Updated last year
- Probabilistic solvers for differential equations in JAX. Adaptive ODE solvers with calibration, state-space model factorisations, and cus…☆53Updated last month
- Robust initialisation of inducing points in sparse variational GP regression models.☆33Updated 3 years ago
- Riemannian Optimization Using JAX☆53Updated last year
- Reference implementation of variational sequential Monte Carlo proposed by Naesseth et al. "Variational Sequential Monte Carlo" (2018)☆65Updated 6 years ago
- Code for Gaussian Score Matching Variational Inference☆35Updated 7 months ago
- Efficient SDE samplers including Gaussian-based probabilistic solvers. Written in JAX.☆10Updated 8 months ago
- Zheng Zhao's doctoral dissertation from Aalto University☆34Updated 3 years ago
- A curated list of resources for learning Gaussian Processes☆41Updated 4 years ago