GitHub - mfkiwl/GraphFilter-GraphSmoother: Graph Filter and Graph Smoother are algorithms for approximate filtering and smoothing in high-dimensional factorial hidden Markov models. The approximation involves discarding, in a principled way, likelihood factors according a notion of locality in a factor graph associated with the emission distribution.

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Graph Filter and Graph Smoother are algorithms for approximate filtering and smoothing in high-dimensional factorial hidden Markov models. The approximation involves discarding, in a principled way, likelihood factors according a notion of locality in a factor graph associated with the emission distribution.