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LGSSM with diagonal noise + stable PSD solve #333

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wants to merge 16 commits into from
Closed

LGSSM with diagonal noise + stable PSD solve #333

wants to merge 16 commits into from

Commits on Jul 25, 2023

  1. added support for diagonal emissions covariance in serial lgssm infer… 

    …ence
    @calebweinreb
    calebweinreb committed Jul 25, 2023
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  2. alternative implementation of Woodbury ID in condition_on

    @calebweinreb
    calebweinreb committed Jul 25, 2023
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  3. added tests for diagonal emissions cov

    @calebweinreb
    calebweinreb committed Jul 25, 2023
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Commits on Jul 26, 2023

  1. created function for flattening diagonal emissions cov

    @calebweinreb
    calebweinreb committed Jul 26, 2023
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  2. typo

    @calebweinreb
    calebweinreb committed Jul 26, 2023
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  3. added option for diagonal emissions cov in lgssm parallel inference

    @calebweinreb
    calebweinreb committed Jul 26, 2023
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  4. added tests for parallel inf with diagonal emissions cov

    @calebweinreb
    calebweinreb committed Jul 26, 2023
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  5. remove hardcoding of variables from make_dynamic_lgssm_params

    @calebweinreb
    calebweinreb committed Jul 26, 2023
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  6. bugfixes

    @calebweinreb
    calebweinreb committed Jul 26, 2023
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  7. refctored get_params in lgssm

    @calebweinreb
    calebweinreb committed Jul 26, 2023
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Commits on Jul 27, 2023

  1. switched _get_params back to a dimension based logic and use elementw… 

    …ise multiplication instead of matrix multiplication when multiplier is diagonal
    @calebweinreb
    calebweinreb committed Jul 27, 2023
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  2. Merge branch 'main' into lgssm_with_diagonal_noise

    @calebweinreb
    calebweinreb committed Jul 27, 2023
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Commits on Jul 29, 2023

  1. rewrote psd_solve to use cho_solve

    @calebweinreb
    calebweinreb committed Jul 29, 2023
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  2. Merge branch 'lgssm_with_diagonal_noise' into dev_caleb

    @calebweinreb
    calebweinreb committed Jul 29, 2023
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  3. reduce diag boost

    @calebweinreb
    calebweinreb committed Jul 29, 2023
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  4. Merge branch 'stable_psd_solve' into dev_caleb

    @calebweinreb
    calebweinreb committed Jul 29, 2023
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