Bayesian learning and inference for state space models
Role in this project:
Data Scientist Contributions:7 commits, 3 PRs, 3 pushes in 2 years 3 months
Contributions summary:Alex contributed to the development and refinement of cross-validation functionalities within the ssm library. Their work involved implementing and fixing components related to model evaluation, particularly focusing on the log-likelihood calculation and expected log-likelihood computations for Hidden Markov Models (HMMs) and Semi-Markov models (HSMMs). This includes changes in the `model_selection.py` file, suggesting a focus on model selection and diagnostic tools for state-space models. Furthermore, they made modifications to `hmm.py` and `ssm/observations.py` to facilitate the implementation and debugging of various cross-validation methods and features.
bayesianinferencestate-space
Some nonnegative least squares solvers in Julia
Contributions:74 commits, 12 PRs, 65 pushes in 3 years 8 months
julialeast-squares