EEA-sensors
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Bayesian-Filtering-and-Smoothing
Bayesian-Filtering-and-Smoothing PublicCompanion Matlab and Python codes for the book Bayesian Filtering and Smoothing by Simo Särkkä and Lennart Svensson
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sequential-parallelization-examples
sequential-parallelization-examples PublicThis is a collection of code samples aimed at illustrating temporal parallelization methods for sequential data.
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parallel-non-linear-gaussian-smoothers
parallel-non-linear-gaussian-smoothers PublicCompanion code in JAX for the paper Parallel Iterated Extended and Sigma-Point Kalman Smoothers.
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parallel-gps
parallel-gps PublicGPFlow based implementation of temporal parallellization of state space GPs
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sqrt-parallel-smoothers
sqrt-parallel-smoothers PublicA generic library for linear and non-linear Gaussian smoothing problems. The code leverages JAX and implements several linearization algorithms, both in a sequential and parallel fashion, as well a…
Repositories
- sqrt-parallel-smoothers Public
A generic library for linear and non-linear Gaussian smoothing problems. The code leverages JAX and implements several linearization algorithms, both in a sequential and parallel fashion, as well as efficient gradient rules for computing gradients of required quantities (such as the pseudo-loglikelihood of the system).
EEA-sensors/sqrt-parallel-smoothers’s past year of commit activity - parallel-non-linear-gaussian-smoothers Public
Companion code in JAX for the paper Parallel Iterated Extended and Sigma-Point Kalman Smoothers.
EEA-sensors/parallel-non-linear-gaussian-smoothers’s past year of commit activity - qa-hsgpr-codes Public
EEA-sensors/qa-hsgpr-codes’s past year of commit activity - Bayesian-Filtering-and-Smoothing Public
Companion Matlab and Python codes for the book Bayesian Filtering and Smoothing by Simo Särkkä and Lennart Svensson
EEA-sensors/Bayesian-Filtering-and-Smoothing’s past year of commit activity - julia-tutorial Public
EEA-sensors/julia-tutorial’s past year of commit activity - sequential-parallelization-examples Public
This is a collection of code samples aimed at illustrating temporal parallelization methods for sequential data.
EEA-sensors/sequential-parallelization-examples’s past year of commit activity - FourierHermiteDynamicProgramming Public
Code repository for Fourier--Hermite Dynamic Programming for Optimal Control paper
EEA-sensors/FourierHermiteDynamicProgramming’s past year of commit activity
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