State Space Models
3 projects
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PyFluxPython
An open-source Python library for probabilistic time series modeling with both frequentist and Bayesian inference methods.
#state-space-models#probabilistic-modeling#python-library
Stars2.1k
Forks244
Last commit2 years ago
DynamaxPython
A Python library for probabilistic state space modeling and inference, built on JAX.
#state-space-models#probabilistic-modeling#jax
Stars983
Forks113
Last commit3 days ago
kalman-jaxJupyter Notebook
A JAX-based framework for approximate inference in Markov Gaussian processes using iterated Kalman smoothing.
#state-space-models#temporal-models#variational-inference
Stars103
Forks13
Last commit3 years ago
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