lindermanlab / ssm-jax
Bayesian learning and inference for state space models (SSMs) using Google Research's JAX as a backend
☆57Updated 4 months ago
Related projects ⓘ
Alternatives and complementary repositories for ssm-jax
- ☆12Updated last year
- ☆24Updated last year
- Density estimation likelihood-free inference. No longer actively developed see https://github.com/mackelab/sbi instead☆72Updated 4 years ago
- PyVBMC: Variational Bayesian Monte Carlo algorithm for posterior and model inference in Python☆113Updated last week
- Tree-structured recurrent switching linear dynamical systems☆36Updated 4 years ago
- Dynamical Components Analysis☆30Updated last year
- Gaussian Process Factor Analysis with Dynamical Structure☆17Updated 4 years ago
- Approximate inference for Markov Gaussian processes using iterated Kalman smoothing, in JAX☆94Updated last year
- A generic interface for linear algebra backends☆70Updated 4 months ago
- ☆12Updated last year
- Implementation of the Gaussian Process Autoregressive Regression Model☆60Updated 3 years ago
- Recurrent state-space models for decision making☆28Updated 2 years ago
- Black box variational inference for state space models☆1Updated 8 years ago
- Jax SSM Library☆50Updated last year
- Recurrent Switching Linear Dynamical Systems☆97Updated last year
- Lightweight library of stochastic gradient MCMC algorithms written in JAX.☆95Updated last year
- ☆9Updated 2 years ago
- Conditional density estimation with neural networks☆27Updated 2 months ago
- Bayesian Learning from Sequential Data using Gaussian Processes with Signature Covariances☆46Updated last year
- An ultra-lightweight JAX implementation of sparse Gaussian processes via pathwise sampling.☆22Updated 3 years ago
- ☆10Updated last year
- Code for our paper: Online Variational Filtering and Parameter Learning☆18Updated 2 years ago
- ☆12Updated 6 months ago
- A generic library for linear and non-linear Gaussian smoothing problems. The code leverages JAX and implements several linearization algo…☆12Updated 4 months ago
- This is a collection of code samples aimed at illustrating temporal parallelization methods for sequential data.☆28Updated last year
- Exponential families for JAX☆55Updated 2 weeks ago
- RKHS feature vectors, operators, and statistical models using JAX for automatic differentiation☆8Updated 3 years ago
- Chirp instantaneous frequency estimation using stochastic differential equation Gaussian processes☆10Updated last week
- Tutorials and sampling algorithm comparisons☆68Updated this week
- Copula-GP model☆15Updated last year