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This repository has been archived by the owner on Mar 26, 2024. It is now read-only.

Releases: tingiskhan/pyfilter

0.17.10: Parameterize starting mean (#100)

17 Jun 16:42
7b89f5c
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* Handles getting parameters deeper than one level

* Improvements to local linear trend

* Ups version

* Passes kwargs

* Black formatting

* Minor improvements

* Bug fix for prediction

* Adds test for prediction

* Adds new model and tests, and fixes SemiLocalLinear

* Applies black

* Bug fix

* Bug fix again

* Removes todo

* Improvements to local_linear_trend.py

* Improves testing suite and adds test for smoothing

* Record states is now on filter

* Fixes smoothing

* Correct initialization

* Fixes smoothing for parameterized models and adds test

0.17.9: Attempt joint series (#99)

12 Jun 12:47
95b1223
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* Uses monte carlo samples for estimating the noise variance instead, and increase number of samples

* Adds more steps

* Moves `num_steps` to base class instead as not unique to diffusion

* Ups version

* Correct slicing and event_shape

* Adds first iteration of JointState

* Adds first iteration of JointStochasticProcess and Affine version

* `functional_parameters` now take function as input

* Adds filtering tests

* Concat along -1

* TODO and check

* Adds a couple of models

* Adds arg_constraints as property instead

* Do not validate args

* Fix for batched

* Up version

* Adapt `VariationalBayes` after `num_steps` changes

0.17.8

05 Jun 10:02
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Fixes and improves logging for inference module

0.16.3

01 May 11:05
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Hotfix

0.15.1

21 Apr 15:42
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Changes from module to mixin

0.14.2

22 Feb 07:02
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Bug fix

0.14.0: Modularization (#90)

23 Dec 07:40
4b02a73
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* Initial rewrite to use torch.nn.Module

* Minor changes

* Dunno

* Dunno

* Fix

* Dunno what happened

* More changes

* Changes and cleanup

* PMMH fix

* Some changes

* Minor changes

* NB updates

* Black

* Doc

0.13.2: Pmmh (#87)

20 Nov 07:31
0c3adda
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* Adds PMMH

* Lowers step size

* Test

* Include all states

* Only pass state

* Passes observation as well, and also adds first iteration of gradient based proposal

* Updates README

* Version update

Co-authored-by: Victor <[email protected]>

0.13.1

16 Nov 19:28
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Update NB

0.11.1: To functionality (#84)

11 Nov 16:55
90e4270
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* Result is not saved on filter

* Improves VB somewhat

* Type checking

* Small improvement

* Exception

* Type check

* Improvements to VariationalBayes

* Removes PMMH, need better implementation

* Better inheritance?

* NB updates

Co-authored-by: Victor <[email protected]>