22 lines
615 B
Plaintext
22 lines
615 B
Plaintext
This package has fast and flexible code for simulating, learning, and performing
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inference in a variety of state space models. Currently, it supports:
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* Hidden Markov Models (HMM)
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* Auto-regressive HMMs (ARHMM)
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* Input-output HMMs (IOHMM)
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* Hidden Semi-Markov Models (HSMM)
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* Linear Dynamical Systems (LDS)
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* Switching Linear Dynamical Systems (SLDS)
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* Recurrent SLDS (rSLDS)
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* Hierarchical extensions of the above
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* Partial observations and missing data
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It supports the following observation models:
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* Gaussian
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* Student's
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* Bernoulli
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* Poisson
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* Categorical
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* Von Mises
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WWW: https://github.com/lindermanlab/ssm
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