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lindermanlab / ssm

Bayesian learning and inference for state space models
MIT License
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How to use _vjp_solve_banded_A #160

Closed tomsturges closed 1 month ago

tomsturges commented 1 year ago

Hi! I would like to use _vjp_solve_banded_A in primitives.py, however I don't understand how to use it. Could you help me understand what the different arguments are, and what it returns? Thanks for any help

slinderman commented 1 month ago

Hi @tomsturges, that is a private function for implementing autodiff of a Kalman smoother. I would not recommend trying to access it directly because, as I recall, it is a pretty complicated function!