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I haven't used them yet but I know of pyro, pfjax, and pymc: https://pyro.ai/examples/smcfilter.html https://pyro.ai/examples/smcfilter.html https://pfjax.rea

by esafak 2y ago

I haven't used them yet but I know of pyro, pfjax, and pymc: https://pyro.ai/examples/smcfilter.html https://pyro.ai/examples/smcfilter.html https://pfjax.readthedocs.io/ https://pfjax.readthedocs.io/ https://www.pymc.io/projects/examples/en/latest/samplers/SMC2_gaussians.html https://www.pymc.io/projects/examples/en/latest/samplers/SMC...