EEA-sensors's repositories
Bayesian-Filtering-and-Smoothing
Companion Matlab and Python codes for the book Bayesian Filtering and Smoothing by Simo Särkkä and Lennart Svensson
sequential-parallelization-examples
This is a collection of code samples aimed at illustrating temporal parallelization methods for sequential data.
parallel-non-linear-gaussian-smoothers
Companion code in JAX for the paper Parallel Iterated Extended and Sigma-Point Kalman Smoothers.
parallel-gps
GPFlow based implementation of temporal parallellization of state space GPs
sqrt-parallel-smoothers
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-control-codes
Python/TensorFlow implementations of the parallel control methods
FourierHermiteDynamicProgramming
Code repository for Fourier--Hermite Dynamic Programming for Optimal Control paper
LiquidStateMachine
LSM codes
Winter-research-day-2016--poster-files
LaTeX poster files for the 2016 winter research day