probml / dynamax

State Space Models library in JAX
https://probml.github.io/dynamax/
MIT License
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Allow time-dependent parameters of LGSSM to be callable #286

Closed xinglong-li closed 1 year ago

xinglong-li commented 1 year ago

Currently the parameters of LGSSM inference methods can be either fixed matrices (M) or sequences of matrices that allow different parameters for individual time steps (M[t]). It would be helpful to allow the parameters to be callable, i.e., M(t).