Models
Partially Gaussian State Space Models with linear Signal

Importance Sampling for State Space Models (isssm)
Gaussian Linear State Space Models
Kalman filter and smoother variants in JAX
Partially Gaussian State Space Models with linear Signal
Laplace approximation for log-concave state space models
Importance Sampling for Partially Gaussian State Space Models
Cross-Entropy method
Modified Efficient Importance Sampling
Maximum Likelihood Estimation
Typings
Utilities
Models
models

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poisson_pgssm
nb_pgssm

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Models
Partially Gaussian State Space Models with linear Signal

Partially Gaussian State Space Models with linear Signal

poisson_pgssm

 poisson_pgssm (glssm:isssm.typing.GLSSM)

nb_pgssm

 nb_pgssm (glssm:isssm.typing.GLSSM, r:jaxtyping.Float)

Report an issue