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probml / dynamax

State Space Models library in JAX
https://probml.github.io/dynamax/
MIT License
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GLM-HMM #344

Open anuj-sp opened 9 months ago

anuj-sp commented 9 months ago

Hello,

I have not been able to locate a tutorial/example for a GLM-HMM that has been implemented in the ssm package. Is this functionality already available? If so, is there any documentation to have a look at?

thejuc commented 9 months ago

I would also like to see this!

anne-urai commented 7 months ago

Isn't this a GLM-HMM? https://probml.github.io/dynamax/api.html#dynamax.hidden_markov_model.LogisticRegressionHMM

slinderman commented 7 months ago

Thanks @anne-urai! I think the only difference from the SSM example is that this model has a static transition matrix. If I recall correctly, the SSM example had input-driven dynamics. This logistic regression HMM could be a good enough for many applications though.

JustFineNeuro commented 2 months ago

Building on this, is there a straightforward to (1) use this with hmm.sample. It seems to throw me an error, which I think is related to passing a vector of inputs. And (2), is the capacity for combining this with input-driven transitions baked into DYNAMAX or only sim?