This is the first release of the repository, to accompany the publication "Autoregressive Point-Processes as Latent State-Space Models" by M. Rule and G. Sanguinetti. It includes proof-of-concept codes for moment integration and Bayesian filtering.
This is the first release of the repository, to accompany the publication "Autoregressive Point-Processes as Latent State-Space Models" by M. Rule and G. Sanguinetti. It includes proof-of-concept codes for moment integration and Bayesian filtering.