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pymc-devs / pymc-extras Public

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Batched Kalman Filters#450

Draft

AlexAndorra wants to merge 11 commits intomainpymc-devs/pymc-extras:mainfrom

batched-kfpymc-devs/pymc-extras:batched-kfCopy head branch name to clipboard

Conversation Commits11 (11)Checks Files changed

Draft

Batched Kalman Filters#450
AlexAndorra wants to merge 11 commits intomainfrom
batched-kf

Commits

Commits on Jun 14, 2025

Set up working infrastructure for batched KF
aandorra-mia
committed
Update conda env file
aandorra-mia
committed
Working with Filter, not with Smoother
aandorra-mia
committed
Working batched Kalman filter and smoother
aandorra-mia
committed
Vectorize statespace matrix builder
aandorra-mia
committed
Vectorized full state space model
aandorra-mia
committed
First actual modeling trials
aandorra-mia
committed
Debugging pytensor shape issue
aandorra-mia
committed
Improve tests
aandorra-mia
committed
Remove mode in kalman_filter
aandorra-mia
committed

Commits on Jun 19, 2025

Push NB with pytensor bug
aandorra-mia
committed

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