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State Space Models

3 projects

Showing 3 of 3 projects

PyFlux
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
Forks245
Last commit2 years ago
Dynamax
DynamaxPython

A Python library for probabilistic state space modeling and inference, built on JAX.

#state-space-models#probabilistic-modeling#jax
Stars965
Forks112
Last commit4 months ago
kalman-jax
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 commit2 years ago
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