tingiskhan / pyfilterLinks
Particle filtering and sequential parameter inference in Python
☆83Updated 2 years ago
Alternatives and similar repositories for pyfilter
Users that are interested in pyfilter are comparing it to the libraries listed below
Sorting:
- Repository for "Fitting a Kalman Smoother to Data"☆60Updated last year
- Forecasting with PyTorch☆55Updated last month
- Basic Python particle filter☆180Updated 2 years ago
- Companion Matlab and Python codes for the book Bayesian Filtering and Smoothing by Simo Särkkä and Lennart Svensson☆78Updated last year
- Bayes-Newton—A Gaussian process library in JAX, with a unifying view of approximate Bayesian inference as variants of Newton's method.☆240Updated last year
- A non-parametric Bayesian approach to Hidden Markov Models☆87Updated 2 years ago
- This is a collection of code samples aimed at illustrating temporal parallelization methods for sequential data.☆33Updated 2 years ago
- Discrete, Gaussian, and Heterogenous HMM models full implemented in Python. Missing data, Model Selection Criteria (AIC/BIC), and Semi-Su…☆80Updated 2 years ago
- Approximate inference for Markov Gaussian processes using iterated Kalman smoothing, in JAX☆102Updated 2 years ago
- Implementation of the Gaussian Process Autoregressive Regression Model☆68Updated 10 months ago
- Infinite-horizon Gaussian processes☆33Updated 5 years ago
- Linear and non-linear spectral forecasting algorithms☆138Updated 4 years ago
- Recyclable Gaussian Processes☆11Updated 2 years ago
- ☆46Updated 3 years ago
- Continual Gaussian Processes☆31Updated 2 years ago
- Nonlinear Sigma-Point Kalman Filters based on Bayesian Quadrature☆12Updated 4 years ago
- Gaussian process modelling in Python☆225Updated 11 months ago
- Minimalist version of probml/rebayes☆10Updated 2 months ago
- Python Library for Particle based estimation methods☆63Updated 7 years ago
- A Tensorflow based library for Time Series Modelling with Gaussian Processes☆32Updated last year
- Python Kalman filters vectorized as Single Instruction, Multiple Data☆188Updated last year
- State-space deep Gaussian processes in Python and Matlab☆30Updated 3 years ago
- GPz 2.0: Heteroscedastic Gaussian processes for uncertain and incomplete data☆49Updated 4 years ago
- Sequential Monte Carlo in python☆473Updated last month
- Know Your Boundaries: Constraining Gaussian Processes by Variational Harmonic Features☆24Updated 6 years ago
- Heterogeneous Multi-output Gaussian Processes☆54Updated 5 years ago
- Code for the paper "Outlier-robust Kalman Filtering through Generalised Bayes" presented at ICML 2024☆71Updated last month
- Unifying sparse approximations for Gaussian process regression and classification, using Power EP☆22Updated 9 years ago
- Bayesian Learning from Sequential Data using Gaussian Processes with Signature Covariances☆49Updated 2 years ago
- Recursive Bayesian Estimation (Sequential / Online Inference)