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probml / dynamax

State Space Models library in JAX
https://probml.github.io/dynamax/
MIT License
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adding gamma HMM with generic M-step #305

Closed slinderman closed 1 year ago

slinderman commented 1 year ago

Adding an HMM with gamma emissions. This assumes scalar emissions (instead of a vector of conditionally independent gammas) and uses the default M-step.