To run the experiments, make sure to have installed jax>=0.4.2,
rebayes-mini,
flax,
and the BayesianOptimization package:
pip install git+https://github.com/gerdm/rebayes-mini.git
pip install flax
pip install bayesian-optimization-
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Code for the paper "Outlier-robust Kalman Filtering through Generalised Bayes" presented at ICML 2024
gerdm/weighted-likelihood-filter
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Code for the paper "Outlier-robust Kalman Filtering through Generalised Bayes" presented at ICML 2024
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