catniplab / vjf

Variational Joint Filtering

bayesian-filtering gaussian-processes online-learning rbf-network state-space-model system-identification variational-bayes

VJF: Variational Joint Filtering

Online learning algorithm for state space models.

Zhao, Y. and Park, I.M. Variational Online Learning of Neural Dynamics. Front. Comput. Neurosci., 14 October 2020

Installation

pip install git+https://github.com/catniplab/vjf.git

Usage

See the tutorial

About

Variational Joint Filtering

bayesian-filtering gaussian-processes online-learning rbf-network state-space-model system-identification variational-bayes

MIT License

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