Repositories list

• sqrt-parallel-smoothers

  Public
  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).

  automatic-differentiationparallelparallel-computing+ 6smoothingunscented-kalman-filterkalman-filterparallel-programmingautodiffextended-kalman-filter

  Jupyter Notebook

  •

  MIT License

  •3•12•0•0•Updated Nov 11, 2024Nov 11, 2024

• parallel-non-linear-gaussian-smoothers

  Public
  Companion code in JAX for the paper Parallel Iterated Extended and Sigma-Point Kalman Smoothers.

  parallelunscented-kalman-filterkalman-filter+ 3extended-kalman-filtersstate-space-modeljax

  Jupyter Notebook

  •

  MIT License

  •2•25•0•0•Updated Aug 9, 2024Aug 9, 2024

• qa-hsgpr-codes

  Public
  Jupyter Notebook

  •1•2•0•0•Updated May 15, 2024May 15, 2024

• LiquidStateMachine

  Public
  LSM codes

  MATLAB

  •0•0•0•0•Updated Apr 1, 2024Apr 1, 2024

• Bayesian-Filtering-and-Smoothing

  Public
  Companion Matlab and Python codes for the book Bayesian Filtering and Smoothing by Simo Särkkä and Lennart Svensson

  Jupyter Notebook

  •

  MIT License

  •17•64•0•0•Updated Feb 14, 2024Feb 14, 2024

• julia-tutorial

  Public
  Python

  •2•0•0•0•Updated Feb 5, 2024Feb 5, 2024

• sequential-parallelization-examples

  Public
  This is a collection of code samples aimed at illustrating temporal parallelization methods for sequential data.

  Jupyter Notebook

  •

  MIT License

  •3•28•4•0•Updated Sep 15, 2023Sep 15, 2023

• parallel-control-codes

  Public
  Python/TensorFlow implementations of the parallel control methods

  Jupyter Notebook

  •

  MIT License

  •0•6•0•0•Updated Jun 20, 2023Jun 20, 2023

• FourierHermiteDynamicProgramming

  Public
  Code repository for Fourier--Hermite Dynamic Programming for Optimal Control paper

  MATLAB

  •0•0•0•0•Updated Nov 26, 2022Nov 26, 2022

• parallel-gps

  Public
  GPFlow based implementation of temporal parallellization of state space GPs

  Python

  •

  MIT License

  •3•15•0•0•Updated Sep 8, 2022Sep 8, 2022

• elec-e8740-project-code-template

  Public
  Python

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  Apache License 2.0

  •1•1•0•0•Updated Sep 24, 2021Sep 24, 2021

• ekfukf

  Public
  EKF/UKF toolbox for Matlab/Octave

  MATLAB

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  GNU General Public License v2.0

  •40•100•2•1•Updated Jun 8, 2020Jun 8, 2020

• dagstuhl-2016

  Public
  TeX

  •0•0•0•0•Updated May 30, 2017May 30, 2017

• tut-luento-2017

  Public
  TeX

  •0•0•0•0•Updated Apr 6, 2017Apr 6, 2017

• winter-day-2016-talk

  Public
  TeX

  •0•0•0•0•Updated Mar 24, 2016Mar 24, 2016

• Winter-research-day-2016--poster-files

  Public
  LaTeX poster files for the 2016 winter research day

  TeX

  •1•0•0•0•Updated Feb 25, 2016Feb 25, 2016