Related Issues (20)
- Allow time-dependent parameters of LGSSM to be callable
- Optionally extracting intermediate states for `nonlinear_gaussian_ssm` methods HOT 1
- NaN values in posterior probabilities with sparse transition matrices HOT 5
- add support for storing just means or covs during kalman filtering
- tqdm dependency in recursive Bayes PR is breaking tests HOT 1
- Erroneous sqrt in demo notebook HOT 1
- missing values? HOT 1
- small edits to initialize? HOT 1
- How to implemement 1d lgssm with fixed and known velocity? HOT 2
- LGSSM notebook Latex and Code Mismatch and other improvements HOT 3
- pip install failed HOT 1
- Is the `hmm_smoother` function missing a time-step when there are time-dependent transition functions? HOT 1
- Add EKF posterior sampling function HOT 1
- Support for kmeans initialization with vmap HOT 3
- EM yields NaN after some iterations
- `lgssm_filter` returns asymmetric covariance matrices HOT 1
- NaNs returned by`lgssm_posterior_sample` HOT 1
- Simplify initial elem in LGSSM parallel inference code. HOT 4
- Is there a planned implementation of a hierarchical hidden markov model?
- impose constraints on the transition probability.
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