probml/dynamax

State Space Models library in JAX

Jupyter NotebookPythonpythonkalman-filterhidden-markov-modelsstate-space-modelsjax
This is stars and forks stats for /probml/dynamax repository. As of 28 Apr, 2024 this repository has 466 stars and 45 forks.

Welcome to DYNAMAX! Dynamax is a library for probabilistic state space models (SSMs) written in JAX. It has code for inference (state estimation) and learning (parameter estimation) in a variety of SSMs, including: Hidden Markov Models (HMMs) Linear Gaussian State Space Models (aka Linear Dynamical Systems) Nonlinear Gaussian State Space Models Generalized Gaussian State Space Models (with non-Gaussian emission models) The library consists of a set of core, functionally pure, low-level inference...
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