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probml / JSL

Jax SSM Library
MIT License
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Questions and suggestion #51

Closed zgbkdlm closed 2 years ago

zgbkdlm commented 2 years ago

Very nice work :+1:! I also had some implementations of filters and smoothers in https://github.com/spdes/chirpgp/blob/main/chirpgp/filters_smoothers.py, and I am wondering whether some of them can be integrated into this project if you need them.

Can I ask what is the difference between JSL and ssm-jax?

BTW, there is a license problem with the matlab codes https://github.com/probml/JSL/tree/main/jsl/sarkka-matlab. These are using GPL licesne. Your current project definition (somewhat) implies that they are part of your project, and that you are distributing their codes. This conflicts your MIT license.

gerdm commented 2 years ago

Hi @zgbkdlm!

We are currently looking for implementations of the Unscented Rauch–Tung–Striebel smoother and the Statistically linearized Rauch–Tung–Striebel. See #29, #28, and #27 for details. Feel free to PR if you have implemented any of those.

As to the difference between JSL and ssm-jax, I'll let @murphyk comment on that.

murphyk commented 2 years ago

Hi @zgbkdlm . We are currently building up ssm-jax as a new repo which will eventually replace JSL. Both are open source projects so we would love your contributions, since you are obviously an expert. However, since the ssm-jax API is still in flux, it may be best to make a PR in the JSL repo for now, until the dust settles. (PS. I have removed Sarkka's matlab code, due to incompatible GPL license.)