EEA-sensors
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Bayesian-Filtering-and-Smoothing
Bayesian-Filtering-and-Smoothing PublicCompanion Matlab and Python codes for the book Bayesian Filtering and Smoothing by Simo Särkkä and Lennart Svensson
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sequential-parallelization-examples
sequential-parallelization-examples PublicThis is a collection of code samples aimed at illustrating temporal parallelization methods for sequential data.
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parallel-non-linear-gaussian-smoothers
parallel-non-linear-gaussian-smoothers PublicCompanion code in JAX for the paper Parallel Iterated Extended and Sigma-Point Kalman Smoothers.
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parallel-gps
parallel-gps PublicGPFlow based implementation of temporal parallellization of state space GPs
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sqrt-parallel-smoothers
sqrt-parallel-smoothers PublicA generic library for linear and non-linear Gaussian smoothing problems. The code leverages JAX and implements several linearization algorithms, both in a sequential and parallel fashion, as well a…
Repositories
- sqrt-parallel-smoothers Public
A generic library for linear and non-linear Gaussian smoothing problems. The code leverages JAX and implements several linearization algorithms, both in a sequential and parallel fashion, as well as efficient gradient rules for computing gradients of required quantities (such as the pseudo-loglikelihood of the system).
- parallel-non-linear-gaussian-smoothers Public
Companion code in JAX for the paper Parallel Iterated Extended and Sigma-Point Kalman Smoothers.
- qa-hsgpr-codes Public
- Bayesian-Filtering-and-Smoothing Public
Companion Matlab and Python codes for the book Bayesian Filtering and Smoothing by Simo Särkkä and Lennart Svensson
- julia-tutorial Public
- sequential-parallelization-examples Public
This is a collection of code samples aimed at illustrating temporal parallelization methods for sequential data.
- FourierHermiteDynamicProgramming Public
Code repository for Fourier--Hermite Dynamic Programming for Optimal Control paper
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