SSMBook/searchindex.js

Search.setIndex({docnames:["README","bib","chapters/adf/adf_index","chapters/blank","chapters/bnp/bnp_index","chapters/changepoint/changepoint_index","chapters/control/control_index","chapters/ensemble/ensemble_index","chapters/extended/extended_filter","chapters/extended/extended_index","chapters/extended/extended_parallel","chapters/extended/extended_smoother","chapters/gp/gp_index","chapters/hmm/hmm","chapters/hmm/hmm_filter","chapters/hmm/hmm_index","chapters/hmm/hmm_parallel","chapters/hmm/hmm_sampling","chapters/hmm/hmm_smoother","chapters/hmm/hmm_viterbi","chapters/learning/em","chapters/learning/learning_index","chapters/learning/mcmc","chapters/learning/sgd","chapters/learning/vb","chapters/lgssm/kalman_filter","chapters/lgssm/kalman_parallel","chapters/lgssm/kalman_sampling","chapters/lgssm/kalman_smoother","chapters/lgssm/lgssm_index","chapters/ode/ode_index","chapters/pf/pf_index","chapters/postlin/postlin_index","chapters/quadrature/quadrature_index","chapters/scratch","chapters/smc/smc_index","chapters/ssm/ssm","chapters/timeseries/timeseries_index","chapters/tracking/tracking_index","chapters/unscented/unscented_filter","chapters/unscented/unscented_index","chapters/unscented/unscented_smoother","chapters/vi/vi_index","root"],envversion:{"sphinx.domains.c":2,"sphinx.domains.changeset":1,"sphinx.domains.citation":1,"sphinx.domains.cpp":5,"sphinx.domains.index":1,"sphinx.domains.javascript":2,"sphinx.domains.math":2,"sphinx.domains.python":3,"sphinx.domains.rst":2,"sphinx.domains.std":2,"sphinx.ext.intersphinx":1,"sphinxcontrib.bibtex":9,sphinx:56},filenames:["README.md","bib.md","chapters/adf/adf_index.md","chapters/blank.ipynb","chapters/bnp/bnp_index.md","chapters/changepoint/changepoint_index.md","chapters/control/control_index.md","chapters/ensemble/ensemble_index.md","chapters/extended/extended_filter.ipynb","chapters/extended/extended_index.md","chapters/extended/extended_parallel.ipynb","chapters/extended/extended_smoother.ipynb","chapters/gp/gp_index.md","chapters/hmm/hmm.ipynb","chapters/hmm/hmm_filter.ipynb","chapters/hmm/hmm_index.md","chapters/hmm/hmm_parallel.ipynb","chapters/hmm/hmm_sampling.ipynb","chapters/hmm/hmm_smoother.ipynb","chapters/hmm/hmm_viterbi.ipynb","chapters/learning/em.ipynb","chapters/learning/learning_index.md","chapters/learning/mcmc.ipynb","chapters/learning/sgd.ipynb","chapters/learning/vb.ipynb","chapters/lgssm/kalman_filter.ipynb","chapters/lgssm/kalman_parallel.ipynb","chapters/lgssm/kalman_sampling.ipynb","chapters/lgssm/kalman_smoother.ipynb","chapters/lgssm/lgssm_index.md","chapters/ode/ode_index.md","chapters/pf/pf_index.md","chapters/postlin/postlin_index.md","chapters/quadrature/quadrature_index.md","chapters/scratch.md","chapters/smc/smc_index.md","chapters/ssm/ssm.ipynb","chapters/timeseries/timeseries_index.md","chapters/tracking/tracking_index.md","chapters/unscented/unscented_filter.ipynb","chapters/unscented/unscented_index.md","chapters/unscented/unscented_smoother.ipynb","chapters/vi/vi_index.md","root.md"],objects:{},objnames:{},objtypes:{},terms:{"0":[13,34,36],"00":[],"01":[],"0105dc839fecf1fc8db14f7267a6ce5ee876324b58565b359f":[],"011":[],"012":1,"017":1,"01721":1,"02620":1,"03":1,"03440":1,"0492":1,"05":[13,36],"05072":1,"05743":1,"0710":1,"0x7f80a91171f0":[],"0x7f872e0471f0":[],"0x7fb570b7e1f0":36,"0x7fbd5aade1f0":[],"1":[1,13,34,36],"10":[1,13,34,36],"100":[13,34],"1007":1,"1095861":[],"11":[],"1109":1,"1121":36,"1186":1,"12":[],"124":1,"126":[],"1297":1,"13":[],"13002":1,"1315":1,"14":[],"15":13,"159":1,"16":1,"16666667":13,"17":[],"17669270":1,"18":[],"1810":1,"182":1,"19":[],"1905":1,"19680801":34,"1989":1,"1996":1,"1998":1,"1e":13,"2":[1,13,34,36],"20":[1,5],"2002":1,"2004":1,"2005":1,"2006":1,"2007":1,"2008":1,"2009":1,"2011":1,"2012":1,"2013":1,"2017":1,"2018":1,"2019":1,"2020":1,"20200506190022id_":1,"2021":1,"2023":1,"203":1,"2056":1,"2063":1,"21":1,"2102":1,"2111":1,"213":1,"2160":1,"2166":1,"217":1,"22":[],"222222211111111111111111111111111111111222111111112222211111":36,"229":1,"2371":13,"244":13,"249335":1,"249335_fulltext":1,"25":1,"257":1,"25h":[],"25hcollect":[],"25hrequir":[],"25ldone":[],"26":1,"26279":1,"27596438":13,"286":1,"29":1,"2906929":1,"2ba7":1,"2f308bef5393":[],"2nd":1,"3":[1,13,36],"30":[],"300":36,"3030478440":1,"31":[],"314":36,"32":[],"320":1,"329":1,"33":[],"35":[],"3642037100":1,"3742":1,"4":[1,13,34,36],"408":1,"412":1,"43209878":13,"47":[],"485":1,"4875":1,"488":1,"4887":1,"5":[1,13,34,36],"500":13,"51":[],"5154":36,"5278":1,"53":1,"55":[],"56":1,"56790125":13,"589":1,"5979":1,"5993":1,"6":[13,36],"60":36,"605":1,"62":1,"633665342652353616444236412331351246651613325161656366246242":36,"63vxzlng":[],"65":[],"6886baa70817bbac3b5797b3720dcb81e49097f61cee7d2e1255823ea32ccad8":[],"69":1,"7":[1,13],"70":13,"72":[],"723":[],"7240356":13,"73":[],"735":1,"739":1,"76":[],"77":1,"77852":[],"8":36,"80f0cb72052a":[],"87":1,"88647916f6206f7fcc137fe7866c58e6211":1,"8b":[],"9":13,"90":[13,36],"900":[],"908988293721511b4b29e0aadf9b5d133d0f14f6c0a188e764":[],"92":13,"93":13,"946":[],"95":[13,36],"96":1,"\u00e1":1,"\u00e4":1,"\u00e7":1,"\u00ed":1,"\u00f1":1,"\u00f3":1,"\u00f6":1,"case":36,"class":[13,36],"do":34,"final":36,"float":13,"import":[13,34,36],"int":13,"new":1,"public":1,"return":[13,36],"true":[13,36],"try":[13,36],"var":[],A:[1,13,34,36],At:36,By:36,For:[13,34,36],In:[1,13,34,36],No:[13,34,36],On:1,The:[0,1,13,36],There:[13,36],To:36,Wills:1,_:[13,36],_check_user_dtype_support:36,_init_dist:36,_obs_dist:36,_src:36,_static:34,_trans_dist:36,aa:[],aalto:1,ab:1,abc:[13,36],about:36,absl:[13,34,36],absl_pi:[],ac:1,accord:36,acid:1,acri:1,across:1,action:36,adam:1,addit:36,adrian:1,adv:1,advanc:1,aespanaggb:[1,5],affect:36,agudelo:1,algorithm:[15,36,43],align:[34,36],all:[13,36],allclos:13,alpha:[13,36],alphabet:36,alreadi:[],also:[13,34,36],although:36,am07:[1,5],amazon:1,an:[1,36,43],anaconda3:36,analysi:1,ani:[13,36],anoth:34,append:[13,36],appli:[1,36],applic:1,approxim:1,april:1,ar:[13,43],arang:36,archiv:1,arg:36,argmax_:[],arkov:1,arno:1,arp:1,arrai:[13,34,36],arrow:36,arxiv:1,asolin:1,assert:13,assimil:[1,43],associ:36,assum:[13,43],astyp:36,atol:13,august:1,automat:[1,43],avail:36,ax:[34,36],axi:13,axvspan:36,b:[1,13,36],back:[13,34,36],backward:[15,29,43],bar:34,bauer:1,bay:[1,21,43],bayesian:[1,43],baz:34,bb:[],begin:[34,36],being:36,below:36,bernhard:1,beta:36,bf:[],bibliographi:43,biolog:1,blah:[34,36],blog:1,boilerpl:[],bold:[],boldsymbol:36,book:[1,36,43],botvinick:1,brett:1,bt12:[1,6],build:[],built:[],bx:34,c:[1,13,34,36],cach:[],call:36,callabl:[13,36],cambridg:1,camera:1,can:[0,36],capp:1,cappe05:[],carlo:[1,21,43],carsten:1,casino:15,cat:34,catdog2:34,catdog:34,categor:36,cdot:36,cell:36,chain:[21,43],chalmer:1,chang:1,changepoint:[1,43],chapter:[15,34,36],chex:36,chi:36,choic:13,choos:36,chopin:1,cite:[],classif:1,clone:[],close:13,cloudpickl:[],cm:34,cm_parapub:1,cmap:34,cmr05:[1,36],code:[34,36],cogn:1,cold:34,collect:[13,36],color:34,columbia:1,colvec:[],com:[1,13,36],combin:36,command:[],commonmark:[],comp:1,compar:36,comput:[1,36,43],compute_count:13,comut:36,condit:[1,36],condition:36,configur:36,consid:36,content:[0,43],continu:36,contr:1,control:[1,36,43],convert:36,coolwarm:34,correspond:36,count:13,counter:13,counter_pair:13,court:1,cover:[15,43],cp20:[1,35],cp38:[],cpu:[13,34,36],cpudevic:34,creat:[13,36],cref:36,crg:1,cubatur:43,cuda:[13,36],cuit:1,cup_book_online_20131111:1,current:36,curv:1,custom_lin:34,cwschon21:[1,42],cwschonn20:[1,42],cycler:34,d20416120056:[],d:36,data:[1,13,34,36,43],dataclass:[13,36],dateutil:[],david:1,dbn_inf_problem:36,decemb:1,decod:36,decor:[],def:[13,36],defin:36,dekm98:[1,13,36],delta:36,denot:36,densiti:43,depend:[1,13,36],dept:1,descent:[21,43],detail:[34,36,43],detect:[1,36,43],devic:34,devicearrai:13,diagram:36,dice:36,die:[13,36],diego:1,differ:36,differenti:[1,43],directori:[],discret:[34,36,43],discuss:[13,36],dishonest:[13,36],distrax:36,distribut:36,dm:[],dm_tree:[],doe:[13,36],dog:34,doi:1,download:[],dp:1,draw_ob:[13,36],draw_stat:[13,36],dtype:[13,36],durbin:1,dx:1,dynam:1,e7365293dc97e2b3e72bf42cc19db7d7e355abec312fc4d87961fa2044fa06f0:[],e:[1,34,36],each:[13,36],ed:1,eddi:1,edgecolor:36,edit:1,edu:1,effici:[1,43],einsum:[],ek:1,elif:36,ell:36,els:[13,36],em:[21,43],emit:13,en:34,enabl:36,end:[34,36],engin:36,ensembl:[1,43],ensuremath:[],entri:36,enumer:36,env:[],environ:[36,43],ep:13,ephem:[],eprint:1,epsilon:36,equat:[1,43],espa:1,espana20a:1,estim:[1,36,43],eta:36,eurasip:1,eve09:[1,7],evensen:1,evolv:36,ex:15,exact:1,except:[13,36],expect:[21,43],explicitli:36,exploit:43,extend:[1,43],extens:[],extern:36,f:[1,36],facecolor:36,fair:[13,36],fall:[13,34,36],fals:36,faster:13,fea04:[1,5],fea06:[1,5],fearnhea:1,fearnhead:1,februari:1,fern:1,fi:1,fig:[34,36],figsiz:34,figur:[34,36],file:1,filenam:[],filip:1,filter:[1,9,15,29,36,40,43],filtered_dist:36,final_st:13,find:36,find_dishonest_interv:36,first:[13,36],fit:1,fix:[34,36],fl07:[1,5],fl11:[1,5],flatbuff:[],float32:13,floor:36,fname:[13,36],focu:[36,43],folder:[],follow:[34,36],fonttool:[],foo:34,forecast:43,form:36,formal:36,forward:[15,29,43],forward_backward:36,found:[0,13,34,36],foundat:1,fra08:[1,36],fraser08:[],fraser:1,fredrik:1,fritsch:1,from:[34,36],functool:[13,36],futur:36,g:[1,36],gambl:36,gamma:36,garc:1,garciafernandezssarkka17:[1,32],garciafernandeztsarkka19:[1,32],gast:[],gatsbi:1,gaussian:[1,43],geir:1,gener:36,get:36,getsourc:[13,36],gh96:[1,20],ghahramani:1,git:[13,36],github:[0,13,36],give:36,given:[13,36],go:43,goal:43,gomez:1,gonzalez:1,googl:[13,36],gotcha:36,gpu:[13,34,36],grad:[13,36],gradient:[21,43],grai:36,graphic:[1,36],greek:36,gt:36,guarante:1,gustaf:1,gustafsson:1,gz:1,h:[1,36],ha:36,han:1,harder:13,hassan:1,hat:36,have:[34,36],hendebi:1,hennig:1,here:36,hid:36,hid_:36,hiddden_t:[],hidden:[1,15,43],hidden_t:36,hide:36,hilbert:1,hinton:1,histogram:36,hko23:[1,30],hmm:[15,43],hmm_sampl:13,hmm_sample2:13,hmm_sample_np:13,hmmhid:36,hmmhid_1:36,hmmhid_:36,hmmhid_t:36,hmminit:36,hmminit_j:36,hmmob:36,hmmobs_:36,hmmobs_t:36,hmmtran:36,hmmtrans_:36,horizon:36,hot:34,how:[36,43],howev:[36,43],hsarkkagarciafernandez21:[1,16],html:[0,1],http:[0,1,13,34,36],i8seqdiw:[],i:[13,36],icassp:1,id:[1,34],idden:1,identif:1,ieee:1,ii:34,ij:36,illustr:[13,36],immut:13,implement:[36,43],in_ax:[13,36],includ:36,independ:36,infer:[1,34,43],inference_valu:36,inferenti:43,infinit:36,info:[13,34,36],init_dist:[13,36],initi:36,initial_st:[13,36],input:36,input_t:36,inputs_1:36,inputs_:36,inputs_t:36,inspect:[13,36],instal:[13,36],int32:36,int64:36,inter:13,interact:[0,36,43],interest:36,interv:36,introduc:13,introduct:[1,36],io:[0,34,36],ion:34,ipython:[],issu:[13,36],item:13,iter:1,itertool:[13,36],its:34,j:[1,13,36],jan:1,jarrad:1,jax:[34,36,43],jax_enable_x64:36,jaxlib:13,jit:[13,36],jk:36,jnp:[13,34,36],join:36,joint:36,jsl:[13,36],juli:1,jupyt:36,k:[1,13,36],kalman:[1,9,29,43],kappa:36,kappen:1,kb:[],kei:[13,36],kernel:[],kerst:1,keyword:[],keyworddef:[],kgomezo12:[1,6],kind:36,kiwisolv:[],known:36,konrad:1,kpmurphi:[],krogh:1,l:[1,36],lag:36,lambda:[13,36],lanc:1,last:[],latent:36,latest:34,latex:36,lax:[13,36],lax_intern:36,lax_numpi:36,ldot:36,ldsdyn:36,ldsdynin:36,ldsdynnois:36,ldsob:36,ldsobsin:36,ldsobsnois:36,learn:[1,43],left:36,legend:34,len:[13,36],length:36,lennart:1,let:[13,36],lett:1,levenberg:1,lfloor:36,lib:36,librari:[13,36,43],line2d:34,line:[1,34],linear:[1,43],linspac:34,littl:13,liu:1,lkopf:1,lm:1,load:[13,36],logit:[13,36],loglik:36,logo:34,logspac:34,loop:13,lower:36,lsp:1,lw:34,m:[1,36],mach:1,machin:1,mackai:1,macosx_10_14_x86_64:[],macosx_10_9_x86_64:[],macosx_12_0_universal2:[],macro:[],mai:[1,36],main:36,make:13,manfr:1,map:36,map_estim:36,map_path:36,marc:1,march:1,margin:36,markov:[1,15,21,43],markov_chain_sampl:13,markovian:[36,43],marquardt:1,math:1,mathbb:36,mathbf:36,mathrm:[],matplotlib:[13,34,36],matric:36,matrix:[13,36],matthew:1,max_:36,maxim:[21,43],mb:[],mc:34,mcmc:[21,43],mean:36,medium:34,memori:36,meta:36,method:[1,43],mez:1,michael:1,microsoft:36,might:36,mit:1,mitchison:1,mlr:1,mn:[],model:[0,1,15],modul:[],modulenotfounderror:[],moment:1,monei:36,mont:[1,21,43],more:[13,34,36,43],most:36,mostli:36,moulin:1,mu:36,multi:43,multipl:[1,36],mur23:[1,43],murphi:1,myst:34,mytensor:[],myvec:[],myvecsym:[],myvh:36,n:[1,34,36],n_hidden:13,n_ob:13,n_sampl:36,n_state:13,name:[],namedtupl:[13,36],nameerror:[],ncount:13,ndarrai:13,ndez:1,necessari:[13,36],need:[],newcommand:36,newton:1,ngel:1,nicola:1,nin:1,nipunbatra:36,nn:[13,36],nob:[13,36],non:[1,36,43],none:36,nonlinear:1,normal:13,normalize_count:13,note:36,novemb:1,now:[13,34,36],np:[13,34,36],nstate:[13,36],nu:36,nucleic:1,number:[13,36],numer:1,numpi:[34,36],o:[1,36],ob:[13,36],object:36,obs_:36,obs_dist:36,obs_mat:13,obs_seq:[13,36],obs_t:36,observ:[13,36],ocassion:[13,36],octob:1,odel:1,offlin:43,often:36,omega:36,omiro:1,on_stochasitc_optimal_control_and_reinforcement_learning_by_approximate_infer:1,one:36,onlin:1,opper:1,opt:36,opt_einsum:[],optim:[1,43],option:[13,36],ordinari:1,org:1,osborn:1,other:[36,43],our:36,outgo:36,over:36,overlin:36,p:[1,13,36],packag:36,pair:13,papaspiliopoulo:1,paper:1,parallel:[1,9,15,29,43],param:13,paramet:[1,13,36,43],parametr:43,params_np:13,parser:34,partial:[13,36],particl:43,past:36,paul:1,pdf:1,perform:36,perspect:1,peter:1,phi:36,philipp:1,photo:34,pi:[13,36],pillow:[],pip:[13,36],plan:1,plot:[34,36],plot_infer:36,plt:[13,34,36],pmatrix:[],pmlr:1,point:1,portal:1,portalfil:1,possibl:[13,36],post:36,posterior:[1,36,43],predict:[1,36],prescott:1,present:36,press:1,prev_stat:[13,36],primari:36,print:[13,34,36],print_sourc:[13,36],privat:[],prngkei:[13,36],prob:36,probabilist:1,probabilit:13,probabl:36,problem:1,probml:[0,13,36],proc:1,proceed:1,process:[1,36,43],prod_:36,progress:43,prop_cycl:34,protein:1,ps:1,psd:1,psi:36,pub:1,py2:[],py3:[],py:36,py_inspect:[13,36],pygment:[],pypars:[],pyplot:[13,34,36],python3:36,python:[13,43],pytre:13,q:36,quadratur:43,r:[1,36],r_inspect:[13,36],r_print:[13,36],rab89:[1,36],rabin:1,rabiner89:[],randn:34,random:[13,34,36],random_st:13,rang:[13,34],rather:[13,36],rawlik:1,rcparam:34,re:34,read:13,readi:34,readthedoc:34,real:36,recent:43,recognit:1,ref:[],region:36,reinforc:1,render:0,report:1,repres:36,reproduc:34,req:[],request:36,requir:13,rerun:[13,34,36],research:1,restart:[],rfloor:36,rhfg17:[1,7],rho:36,rich:[13,36],right:36,rkk:1,rng_init:36,rng_kei:[13,36],rng_ob:[13,36],rng_state:[13,36],robot:1,roman:36,root:0,roth:1,row:36,royal:1,rt:[29,43],rtv12:[1,6],run:[],ryan:1,ryden:1,s10994:1,s13634:1,s:[1,13,36],sakira:1,sampl:[15,29,36,43],sar13:[1,34,43],sarkka:1,sarkkagarciafernandez21:[1,26],satisfi:[],scan:[13,36],sch:1,sci:1,scienc:1,scipi:[13,36],scratchpad:43,script:[],sde:1,se:1,search:1,sebastian:1,sec:[15,36],section:[13,36],see:[13,15,34,36],seed:[13,34,36],segment:1,select:1,self:36,semanticscholar:1,seq_len:[13,36],sequenc:[1,36],sequenti:[1,43],seri:1,set:[13,34,36],set_titl:36,set_xlabel:36,set_xlim:36,set_ylabel:36,set_ylim:36,sethu:1,setup:[],sgd:[21,43],sha256:[],shade:36,shape:[13,36],shell:36,show:34,shown:36,siam:1,sigma:36,signal:1,sim:36,simo:1,simpler:36,simplifi:36,simul:36,sinc:[13,36],site:36,six:[],size:[],smooth:[1,9,15,36,40,43],smoothed_dist:36,smoother:[1,9,29,43],so:36,soc:1,softmax:[13,36],softwar:1,solin:1,solut:1,some:[36,43],sourc:36,space:[0,1],span:36,special:[13,36],specif:34,speech:1,split:[13,36],springer:1,ss19:[1,30],ss20:[1,10],ssarkka:1,ssm:[34,43],ssmdyn:36,ssmfoo:[],ssmob:36,ssmsimplifi:[],standard:[13,36],start:34,stat:1,state:[0,1,13,34],state_seq:13,static_argnum:13,statist:1,stefan:1,step:36,stochast:[1,21,36,43],store:13,str:36,structur:13,subplot:[34,36],successfulli:[],sum:[13,36],sum_:36,summari:36,svensson:1,svg:34,symbol:36,system:[1,36],t:[1,13,34,36],tab:36,tag:36,tar:[],target:43,task:36,tau:36,technic:1,tempor:1,tensorflow:[],tensorflow_prob:[],text:36,textbook:[0,1,43],tf_cpp_min_log_level:[13,34,36],tgarciafernandezsarkka18:[1,32],th:36,than:[13,36],thei:[13,36],theta:36,thi:[13,15,34,36,43],thoma:1,threshold:13,tild:36,time:36,timeseri:43,timestep:36,tksarkkah19:[1,30],todo:36,toolz:[],topic:1,toronto:1,toussaint:1,tpu:[13,34,36],tr:1,traceback:[],track:43,tran:1,trans_dist:36,trans_mat:13,trans_mat_empir:13,transit:[13,36],tree:[],tree_map:13,trend:1,tronarp:1,truncat:36,tupl:[13,36],turn:36,tutori:[1,36],twin:34,type:[13,36],typing_extens:[],u:[13,36],uai:1,ucl:1,uint32:36,uk:1,union:[13,36],univ:1,univers:1,unlik:36,unscent:43,up:[13,36],updat:[],upgrad:[13,36],upper:36,url:1,us:[1,13,36,43],user:1,userwarn:36,util:36,v124:1,v:[13,36],va:36,valpha:36,valu:13,variabl:36,variat:[1,21,43],variou:[36,43],varphi:36,vb:[21,36,43],vbeta:36,vbt:36,vc:36,vchi:36,vct:36,vd:36,vdelta:36,ve:36,vector:36,vell:36,vepsilon:36,version:36,veta:36,vf:36,vg:36,vgamma:36,vh:36,vi:36,vicen:1,viii:1,vijayakumar:1,visual:36,viterbi:[15,36,43],vj:36,vk:36,vkappa:36,vl:36,vlambda:36,vlambdabar:36,vm:36,vmap:[13,36],vmt:36,vmu:36,vmut:36,vn:36,vnu:36,vo:36,volum:1,vomega:36,vone:36,vp:36,vphi:36,vpi:36,vpsi:36,vq:36,vr:36,vrho:36,vs:36,vscode:36,vsigma:36,vsigmat:36,vsigmoid:36,vt7cgfsx6zs9vblhvbbk7pf8003xtr:[],vt:36,vtau:36,vtheta:36,vthetat:36,vu:36,vv:36,vvarphi:36,vw:36,vw_:36,vwh:36,vwt:36,vx:36,vx_:36,vxi:36,vxt:36,vy:36,vyt:36,vz:36,vzero:36,vzeta:36,vzt:36,w:36,wai:[13,36],want:36,warn:[13,34,36],we:[13,34,36,43],web:1,well:[13,36],what:43,wheel:[],where:[13,36],whether:36,which:[13,36],whl:[],wide:34,wilkinson:1,william:1,within:13,word_pair:13,work:[13,36],write:13,ws:1,wsarkkas21:[1,42],wseq:13,www:[1,36],x:[1,13,34,36],x_end:36,x_hist:36,x_hist_str:36,x_init:36,xi:36,xla_extens:13,xspan:36,xxx:36,y:36,yet:36,you:[],yt:13,z:[1,13,36],z_1:36,z_:36,z_hist:36,z_hist_str:36,z_map:[],z_t:36,zero:[13,36],zeta:36,zhen:1,zip:13,zoubin:1,zp2130:1,zt:13},titles:["ssm-book","Bibliography","Assumed Density Filtering","Chapter title","Bayesian non-parametric SSMs","Changepoint detection","Optimal control","Data assimilation using Ensemble Kalman filter","Extended Kalman filtering","Extended (linearized) methods","Parallel extended Kalman smoothing","Extended Kalman smoother","Markovian Gaussian processes","Hidden Markov Models","HMM filtering (forwards algorithm)","Inference in discrete SSMs","Parallel HMM  smoothing","Forwards-filtering backwards-sampling algorithm","HMM smoothing (forwards-backwards algorithm)","Viterbi algorithm","Expectation Maximization (EM)","Offline parameter estimation (learning)","Markov Chain Monte Carlo (MCMC)","Stochastic Gradient Descent (SGD)","Variational Bayes (VB)","Kalman filtering","Parallel Kalman Smoother","Forwards-filtering backwards sampling","Kalman (RTS) smoother","Inference in linear-Gaussian SSMs","Differential equations and SSMs","Particle filtering","Posterior linearization","Quadrature and cubature methods","Scratchpad","Sequential Monte Carlo","What are State Space Models?","Timeseries forecasting","Multi-target tracking","Unscented filtering","Unscented methods","Unscented smoothing","Variational inference","State Space Models: A Modern Approach"],titleterms:{"2d":36,A:43,algorithm:[14,17,18,19],approach:43,ar:36,assimil:7,assum:2,backward:[17,18,27],bay:24,bayesian:4,bibliographi:1,boilerpl:13,book:0,carlo:[22,35],casino:[13,36],chain:22,changepoint:5,chapter:3,check:13,code:13,comput:13,control:6,correct:13,cubatur:33,data:7,densiti:2,descent:23,detect:5,differenti:30,discret:15,em:20,empir:13,ensembl:7,equat:30,estim:21,exampl:[13,36],expect:20,extend:[8,9,10,11],filter:[2,7,8,14,17,18,25,27,31,39],forecast:37,forward:[14,17,18,27],from:13,gaussian:[12,29,36],goal:36,gradient:23,hidden:[13,36],hmm:[13,14,16,18,36],imag:34,infer:[15,29,36,42],inferenti:36,jax:13,joint:13,kalman:[7,8,10,11,25,26,28],learn:21,linear:[9,29,32,36],lqr:6,markov:[13,22,36],markovian:12,math:34,maxim:20,mcmc:22,method:[9,33,40],model:[13,36,43],modern:43,mont:[22,35],mpc:6,multi:38,non:4,numpi:13,offlin:21,optim:6,pairwis:13,parallel:[10,16,26],paramet:21,parametr:4,particl:31,posterior:32,process:12,python:34,quadratur:33,rt:28,sampl:[13,17,27],scratchpad:34,sequenti:35,sgd:23,smooth:[10,16,18,41],smoother:[11,18,26,28],space:[36,43],ssm:[0,4,15,29,30,36],state:[36,43],statist:13,stochast:23,target:38,timeseri:37,titl:3,track:[36,38],two:18,unscent:[39,40,41],us:7,util:13,variat:[24,42],vb:24,version:13,viterbi:19,what:36}})