Quasi-Newton particle Metropolis-Hastings

A Java library for State Space Models (SSM).

Bayesian Particle Learning models in R

Comparing length generalization performance for Mamba, attention-based transformers and Mamba-attention hybrids

ForneyLab.jl factor node for generalised filtering with exogenous input.

Zipkin E.F., Thorson J.T., See K., Lynch H.J., Grant E.H.C., Kanno Y., Chandler R.B., Letcher B.H., and Royle J.A. 2014. Modeling structured population dynamics using data from unmarked individuals. Ecology. 95: 22-29.

Create dynamic factor models in R with the dfms package

Create Multivariate Autoregressive State-Space Models with the MARSS R package

Translating between two sets of notation for Kalman filters

Code for the paper "Backward importance sampling for online estimation of state space models"

Spectral State-Space Models

This repository contains assignments code and reports of CH3050 Process Dynamics and Control course at IIT MADRAS in Autumn 2020 Semester

Correlated pseudo-marginal Metropolis-Hastings using quasi-Newton proposals

Development of An Automated Conflict Prediction System by State Space ARIMA Methods

self-driving using end-to-end state space models

an R package implementing the filtering algorithms for the state-space models on the Stiefel manifold

Fit multivariate state-space autoregressive models in Jags

Switching linear dynamical systems (SLDS) models in JAX

A Fully Quantized SSM Implementation

[R Programming] R package for state space models