EEA-sensors/sequential-parallelization-examples

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EEA-sensors/sequential-parallelization-examples

EEA-sensors

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

ekfukf

EKF/UKF toolbox for Matlab/Octave

Bayesian-Filtering-and-Smoothing

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

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parallel-non-linear-gaussian-smoothers

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

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parallel-gps

GPFlow based implementation of temporal parallellization of state space GPs

sqrt-parallel-smoothers

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).

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parallel-control-codes

Python/TensorFlow implementations of the parallel control methods

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elec-e8740-project-code-template

qa-hsgpr-codes

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