https://github.com/gerdm/weighted-likelihood-filter

Code for the paper "Outlier-robust Kalman Filtering through Generalised Bayes" presented at ICML 2024
https://github.com/gerdm/weighted-likelihood-filter

bayesian jax kalman-filter online-learning python

Last synced: about 2 months ago
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Code for the paper "Outlier-robust Kalman Filtering through Generalised Bayes" presented at ICML 2024

• Host: GitHub
• URL: https://github.com/gerdm/weighted-likelihood-filter
• Owner: gerdm
• Created: 2023-11-27T17:40:30.000Z (almost 2 years ago)
• Default Branch: master
• Last Pushed: 2024-06-16T07:49:56.000Z (over 1 year ago)
• Last Synced: 2024-12-06T22:07:09.433Z (10 months ago)
• Topics: bayesian, jax, kalman-filter, online-learning, python
• Language: Jupyter Notebook
• Homepage: https://gerdm.github.io/weighted-likelihood-filter/
• Size: 60.9 MB
• Stars: 63
• Watchers: 6
• Forks: 16
• Open Issues: 0
• Metadata Files:
  • Readme: README.md

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README

          
# Weighted likelihood filter

![intro-plot](https://github.com/gerdm/weighted-likelihood-filter/assets/4108759/f32c0b01-433b-46e6-9153-262e1b6c4f10)

## Installation

To run the experiments, make sure to have installed `jax>=0.4.2`,

[rebayes-mini](https://github.com/gerdm/rebayes-mini/tree/main),

[flax](https://github.com/google/flax),

and the [BayesianOptimization](https://github.com/bayesian-optimization/BayesianOptimization) package:

```bash

pip install git+https://github.com/gerdm/rebayes-mini.git

pip install flax

pip install bayesian-optimization

```