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TuringLang / GeneralisedFilters.jl Public

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Pull requests: TuringLang/GeneralisedFilters.jl

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Pull requests list

CSMC & Sparse Particle Storage with RB and GPU-acceleration

#22 opened Oct 29, 2024 by THargreaves • Draft

4 of 5 tasks

Add (naive) FFBS algo

#20 opened Oct 27, 2024 by FredericWantiez • Draft

Add auxiliary particle filter

#11 opened Oct 20, 2024 by FredericWantiez

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Implemented wrapper for KalmanFilters.jl SRKF

#5 opened Oct 3, 2024 by THargreaves

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