Linear Dynamical Systems’s documentation

Contents

• Overview
• Demo scripts
  • Kinematics Inference
  • Learning and Inference for Neural Latents
  • Online Bayesian linear regression

Code:

• ssm
  • ssm package
    • Subpackages
      • ssm.tracking package
    • Submodules
    • ssm.inference module
      • OnlineKalmanFilter
      • TimeVaryingOnlineKalmanFilter
      • ekf_forecast()
      • ekf_forecast_batch()
      • filterEKF_withMissingValues_torch()
      • filterLDS_SS_withMissingValues_np()
      • filterLDS_SS_withMissingValues_torch()
      • lds_forecast()
      • lds_forecast_batch()
      • logLikeEKF_withMissingValues_torch()
      • logLikeLDS_withMissingValues_torch()
      • log_like_observations_given_forecasts_ekf()
      • log_like_observations_given_forecasts_lds()
      • smoothLDS_SS()
    • ssm.learning module
      • em_SS_LDS()
      • em_SS_tracking()
      • lag1CovSmootherLDS_SS()
      • posteriorCorrelationMatrices()
      • scipy_optimize_SS_tracking_diagV0()
      • scipy_optimize_SS_tracking_fullV0()
      • torch_adam_optimize_SS_tracking_diagV0()
      • torch_lbfgs_optimize_SS_tracking_diagV0()
      • torch_lbfgs_optimize_kinematicsHO_logLikeEKF_diagV0()
    • ssm.simulation module
      • simulateLDS()
      • simulateNDSgaussianNoise()
    • Module contents

Indices and tables

• Index

• Module Index

• Search Page