lindermanlab / ssm-jax

Bayesian learning and inference for state space models (SSMs) using Google Research's JAX as a backend
MIT License
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Factorial Transitions #8

Closed ahwillia closed 2 years ago

ahwillia commented 2 years ago

Had to close https://github.com/lindermanlab/ssm-jax-refactor/pull/7 and reopen a new pull request for some reason (I tried to clean things up with git push -f and it closed the last PR...). Sorry for the mess.

This adds the factorial transitions class, and I'll soon add on to this PR the message passing code for factorial HMMs.

TODO: