Implement foward-backward algorithm for sparse HMM

probml / JSL

Jax SSM Library

MIT License

51 stars 13 forks source link

Closed gerdm closed 2 years ago

gerdm commented 2 years ago

Implementation does not depend on jax.experimental.sparse, but it's sparse-compatible.

Close #45

murphyk commented 2 years ago

Please add a unit test for this, to check correctness. Call it sparse_lib_test.py.