Issues

• Add spectral methods for HMM learning

  enhancementhelp wanted
  probml/dynamax#283 · Filter by author slinderman opened on Nov 15, 2022
  2

• implement square root extended Kalman filter

  help wanted
  probml/dynamax#279 · Filter by author murphyk opened on Nov 14, 2022

• add support for normalizing flows + kalman filters

  help wanted
  probml/dynamax#277 · Filter by author murphyk opened on Nov 14, 2022

• add block gibbs sampling for HMM learning

  help wanted
  probml/dynamax#276 · Filter by author murphyk opened on Nov 14, 2022

• add support for parameter learning in NLGSSM models

  help wanted
  probml/dynamax#275 · Filter by author murphyk opened on Nov 14, 2022

• add support for normalizing flow emission model for HMM

  help wanted
  probml/dynamax#274 · Filter by author murphyk opened on Nov 14, 2022

• add support for HMM inference with sparse transition matrices

  help wanted
  probml/dynamax#273 · Filter by author murphyk opened on Nov 14, 2022
  6

• implement unscented particle filter using dynamax and blackjax

  help wanted
  probml/dynamax#272 · Filter by author murphyk opened on Nov 14, 2022

• implement rao-blackwellised particle filtering using dynamax and blackjax

  help wanted
  probml/dynamax#271 · Filter by author murphyk opened on Nov 14, 2022
  9

• allow nonlinear model callables to be time-indexed

  help wanted
  probml/dynamax#264 · Filter by author murphyk opened on Nov 10, 2022

• modify SGD training to avoid using generators

  help wanted
  probml/dynamax#256 · Filter by author murphyk opened on Nov 9, 2022
  1

• Add posterior_sample method to CMGF

  help wanted
  probml/dynamax#219 · Filter by author xinglong-li opened on Oct 5, 2022

• implement basic particle filtering examples (possibly using blackjax)

  help wanted
  probml/dynamax#112 · Filter by author murphyk opened on Jul 19, 2022
  1

• Make HMM learning work with variable length time series

  help wanted
  probml/dynamax#99 · Filter by author slinderman opened on Jul 14, 2022
  12

  

• implement hidden semi-markov models

  help wanted
  probml/dynamax#21 · Filter by author murphyk opened on May 25, 2022

• implement non-parametric HMMs

  help wanted
  probml/dynamax#20 · Filter by author murphyk opened on May 25, 2022

• implement Laplace-EM algorithm for LGSSM with Poisson likelihoods

  help wanted
  probml/dynamax#13 · Filter by author murphyk opened on May 23, 2022