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probml / dynamax

State Space Models library in JAX
https://probml.github.io/dynamax/
MIT License
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Add EKF posterior sampling function #314

Closed calebweinreb closed 1 year ago

calebweinreb commented 1 year ago

Currently there is a posterior sampling function for a LGSSM, but there is not an analogous function for nonlinear state space models. This PR implements one: https://github.com/probml/dynamax/pull/313

slinderman commented 1 year ago

added in your PR https://github.com/probml/dynamax/pull/313