kalman-jax
Kalman smoother
This project develops an approximate inference framework for temporal Gaussian processes using Kalman filtering and smoothing methods.
Approximate inference for Markov Gaussian processes using iterated Kalman smoothing, in JAX
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Language: Jupyter Notebook
last commit: over 1 year ago
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approximate-bayesian-inferencegaussian-processeskalman-smoothermachine-learningsignal-processingstate-space-models
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