Open murphyk opened 1 year ago
Use EKF and/or UKF from dynamax as proposal distributions for sequential monte carlo from Blackjax to implement approximate inference in nonlinear Gaussian SSMsM. For details, see sec 13.3.2 of https://probml.github.io/pml-book/book2.html
Use EKF and/or UKF from dynamax as proposal distributions for sequential monte carlo from Blackjax to implement approximate inference in nonlinear Gaussian SSMsM. For details, see sec 13.3.2 of https://probml.github.io/pml-book/book2.html