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ReactiveBayes / RxInfer.jl

Julia package for automated Bayesian inference on a factor graph with reactive message passing
MIT License
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Updating Kalman Filter Example #260

Closed tonmalan closed 3 months ago

tonmalan commented 3 months ago

Hi!

This PR updates the Kalman Filtering and Smoothing example according to the migration guide for GraphPPL v4 migration guide.

About myself:

My name is Anton, and I am a PhD Candidate in Applied Mathematics and Statistics at Stony Brook University in New York, USA. My research primarily centers on stochastic optimization, statistics, and machine learning, with specific applications in finance and mechanical engineering. My ongoing research endeavors to develop efficient optimization and estimation techniques by leveraging the intrinsic relationship between stochastic optimization and statistical estimation.

I was introduced to the RxInfer package by my friend @Nimrais, which I found remarkably intriguing. Despite lacking prior experience with coding in Julia, I found the framework to be both transparent and concise. Surprisingly, I was able to contribute to its development without encountering any significant difficulties.

bvdmitri commented 3 months ago

Hey @tonmalan ! This is extremely helpful of you! I re-run the notebook and made some cosmetic changes, but everything seems good to me and fine to merge! Thanks!