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probml
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dynamax
State Space Models library in JAX
https://probml.github.io/dynamax/
MIT License
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make nonlinear SSM for text generation
#280
murphyk
closed
1 year ago
0
implement square root extended Kalman filter
#279
murphyk
opened
1 year ago
0
Add support for general likelihood
#278
petergchang
closed
1 year ago
0
add support for normalizing flows + kalman filters
#277
murphyk
opened
1 year ago
0
add block gibbs sampling for HMM learning
#276
murphyk
opened
1 year ago
0
add support for parameter learning in NLGSSM models
#275
murphyk
opened
1 year ago
0
add support for normalizing flow emission model for HMM
#274
murphyk
opened
1 year ago
0
add support for HMM inference with sparse transition matrices
#273
murphyk
opened
1 year ago
6
implement unscented particle filter using dynamax and blackjax
#272
murphyk
opened
1 year ago
0
implement rao-blackwellised particle filtering using dynamax and blackjax
#271
murphyk
opened
1 year ago
9
Add a helper function for finding permutations that align two state sequences
#270
slinderman
closed
1 year ago
0
Updating documentation
#269
slinderman
closed
1 year ago
1
Refactoring file and folder names
#268
slinderman
closed
1 year ago
2
make LGSSM blocked gibbs work
#267
murphyk
closed
1 year ago
2
start adding jax typing hooks
#266
murphyk
closed
1 year ago
0
Packaging for PyPI
#265
slinderman
closed
1 year ago
1
allow nonlinear model callables to be time-indexed
#264
murphyk
opened
1 year ago
0
changing log_det_jacobian api to take params instead of unc_parms
#263
slinderman
closed
1 year ago
1
information form filtering test fail on TPU
#262
murphyk
opened
1 year ago
0
nonlinear gaussian inference test fail on TPU
#261
murphyk
opened
1 year ago
0
lgssm.fit_em gives radiacally different behavior on CPU vs TPU
#260
murphyk
opened
1 year ago
2
test jax-typing: does it detect incorrectly shaped named tuple assignments?
#259
murphyk
closed
1 year ago
0
add more type annotations to class args
#258
murphyk
closed
1 year ago
1
replace LGSSMParamsMoment with LGSSMParams
#257
murphyk
closed
1 year ago
1
modify SGD training to avoid using generators
#256
murphyk
opened
1 year ago
1
Parameter refactor v4
#255
slinderman
closed
1 year ago
2
Fix blocked_gibbs method of lgssm
#254
xinglong-li
closed
1 year ago
3
Update hmm parameters to use dataclasses instead of dicts.
#253
gileshd
closed
1 year ago
3
Type signatures added to *GSSM code.
#252
murphyk
closed
1 year ago
1
Refactoring `covariates` to `inputs` and enable m-step to preserve optimizer state across EM iterations
#251
slinderman
closed
1 year ago
2
Subsume GGF and iterated CMGF
#250
petergchang
closed
1 year ago
1
Remove redundant GGF and iterated CMGF
#249
petergchang
closed
1 year ago
0
Add one-step prediction method to LGSSM class
#248
xinglong-li
opened
1 year ago
0
Refactor HMM model code to separate initial, transition, and emission components
#247
slinderman
closed
1 year ago
2
CategoricalHMM issues
#246
murphyk
closed
1 year ago
2
Low rank Gaussian HMM
#245
slinderman
closed
1 year ago
1
switch to fastprogress for progress bar
#244
slinderman
closed
1 year ago
1
Implemented marginal log likelihood for parallel Kalman
#243
matthew9671
closed
1 year ago
8
Simplify the initialization interface and allow for parameters to be set manually
#242
slinderman
closed
1 year ago
6
Standardize EM and SGD outputs
#241
slinderman
closed
1 year ago
1
Simplify interfaces
#240
slinderman
closed
1 year ago
1
Add MLE of STS mdel and add trigonometric seasonal component
#239
xinglong-li
closed
1 year ago
2
Implement functionality for arbitrary likelihood distributions and add Poisson.
#238
petergchang
closed
1 year ago
3
Implement functionality for arbitrary likelihood distributions for marginal loglikelihood computation.
#237
petergchang
closed
1 year ago
1
Documentation
#236
slinderman
closed
1 year ago
8
Fix the initial step in parallel lgssm inference.
#235
gileshd
closed
1 year ago
1
Implement VDEKF
#234
petergchang
closed
1 year ago
0
Add parallel inference algorithms for lgssms.
#233
gileshd
closed
1 year ago
9
Compare CMGF to memory-buffered SGD
#232
petergchang
closed
1 year ago
0
Add component decompose method to STS class
#231
xinglong-li
closed
1 year ago
1
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