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TuringLang
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GeneralisedFilters.jl
Filtering and smoothing algorithms for state space models with analytic (or approximately/partially analytic) solutions
MIT License
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Likelihood type for batch filters
#19
THargreaves
opened
2 days ago
0
Remove `N` argument from batch parameter generation
#18
THargreaves
opened
2 days ago
1
Outer constructor
#17
FredericWantiez
closed
2 days ago
2
Likelihood computations with conditional resampling
#16
THargreaves
opened
3 days ago
1
Handling previous states with GPU-RBPF
#15
THargreaves
opened
4 days ago
0
Inconsistency between `initialise` for KF and BF
#14
THargreaves
opened
4 days ago
1
Sparse Batch Particle Storage
#13
THargreaves
opened
5 days ago
0
Naming Conventions
#12
THargreaves
opened
6 days ago
1
Add auxiliary particle filter
#11
FredericWantiez
opened
1 week ago
1
Accessing ancestor indices
#10
THargreaves
opened
1 week ago
0
Separate resampling from prediction step
#9
THargreaves
opened
1 week ago
0
Broaden interface
#8
FredericWantiez
closed
4 days ago
1
Migrating Generalised Filters
#7
charlesknipp
closed
4 days ago
5
Possible new project names?
#6
yebai
closed
4 days ago
7
Implemented wrapper for KalmanFilters.jl SRKF
#5
THargreaves
opened
3 weeks ago
0
GPU Acceleration using CUDA.jl
#4
THargreaves
closed
2 days ago
0
Discrete SSMs and the Forward Algorithm
#3
THargreaves
closed
1 month ago
1
Non-Hermitian Innovations Covariance
#2
charlesknipp
opened
1 month ago
3
Refactored Rao-Blackwellisation to allow for arbitrary analytic algorithms
#1
THargreaves
closed
1 month ago
0