Top 2 state-space-model open source projects
pmh-tutorial
Source code and data for the tutorial: "Getting started with particle Metropolis-Hastings for inference in nonlinear models"
parallel-non-linear-gaussian-smoothers
Companion code in JAX for the paper Parallel Iterated Extended and Sigma-Point Kalman Smoothers.
1-2 of 2 state-space-model projects