Quasi-Newton particle Metropolis-Hastings
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Updated
Nov 29, 2017 - Python
Quasi-Newton particle Metropolis-Hastings
Bayesian Particle Learning models in R
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"
A Java library for State Space Models (SSM).
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.
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
Code supplement for "Unsupervised multimodal modeling of cognitive and brain health trajectories for early dementia prediction"
Fit multivariate state-space autoregressive models in Jags
Switching linear dynamical systems (SLDS) models in JAX
elmar mertens fortran toolboxes
This repository provides code in R reproducing examples of the states space models presented in book "An Introduction to State Space Time Series Analysis" by J.J.F. Commandeur and S.J. Koopman.
A Python package to demonstrate ideas from nonlinear dynamical systems toward game theory, neural network models of associative memory, and nonlinear state space models.
an R package implementing the filtering algorithms for the state-space models on the Stiefel manifold
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