Jax-Implementation of Variational Hidden Markov Model

Feature

✨ Fast Parallel Variational inference of Hidden Markov Model.

💫 Implements "Temporal Parallelization of Inference in Hidden Markov Models" to achieve fast parallel inference.

Usage

This package is for Linux system as it depends on jaxlib.

pip install VariationalHMM

Reference

https://arxiv.org/pdf/2102.05743.pdf