probml / JSL

Jax SSM Library
MIT License
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Add Forwards Filtering Backwards Sampling to hmm_lib.py #36

Closed korntewin closed 2 years ago

korntewin commented 2 years ago

Description

Add Forwards Filtering Backwards Sampling to hmm_lib.py (Google Colab Notebook Included)

Issue

#742

Steps

Checklist:

Potential problems/Important remarks

I have implemented the Forwards Filtering Backwards Sampling into hmm_lib.py as per this issue #742. Please review and feel free to suggest the code @murphyk @mjsML @gerdm.