Skip to content
Open
Show file tree
Hide file tree
Changes from all commits
Commits
File filter

Filter by extension

Filter by extension


Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
33 changes: 17 additions & 16 deletions README.md
Original file line number Diff line number Diff line change
Expand Up @@ -11,11 +11,11 @@ in [JAX](https://github.com/google/jax). It has code for inference
(state estimation) and learning (parameter estimation) in a variety of
SSMs, including:

- Hidden Markov Models (HMMs)
- Linear Gaussian State Space Models (aka Linear Dynamical Systems)
- Nonlinear Gaussian State Space Models
- Generalized Gaussian State Space Models (with non-Gaussian emission
models)
- Hidden Markov Models (HMMs)
- Linear Gaussian State Space Models (aka Linear Dynamical Systems)
- Nonlinear Gaussian State Space Models
- Generalized Gaussian State Space Models (with non-Gaussian emission
models)

The library consists of a set of core, functionally pure, low-level
inference algorithms, as well as a set of model classes which provide a
Expand All @@ -33,39 +33,39 @@ For a highlevel summary, see [this JOSS 2024 article](https://joss.theoj.org/pap

For tutorials and API documentation, see: https://probml.github.io/dynamax/.

For an extension of dynamax that supports structural time series models,
For an extension of dynamax that supports structural time series models,
see https://github.com/probml/sts-jax.

For an illustration of how to use dynamax inside of [bayeux](https://jax-ml.github.io/bayeux/) to perform Bayesian inference
for the parameters of an SSM, see https://jax-ml.github.io/bayeux/examples/dynamax_and_bayeux/.

## Installation and Testing

To install the latest releast of dynamax from PyPi:
To install the latest release of dynamax from PyPi:

``` {.console}
```{.console}
pip install dynamax # Install dynamax and core dependencies, or
pip install dynamax[notebooks] # Install with demo notebook dependencies
```

To install the latest development branch:

``` {.console}
```{.console}
pip install git+https://github.com/probml/dynamax.git
```

Finally, if you\'re a developer, you can install dynamax along with the
test and documentation dependencies with:

``` {.console}
```{.console}
git clone git@github.com:probml/dynamax.git
cd dynamax
pip install -e '.[dev]'
```

To run the tests:

``` {.console}
```{.console}
pytest dynamax # Run all tests
pytest dynamax/hmm/inference_test.py # Run a specific test
pytest -k lgssm # Run tests with lgssm in the name
Expand Down Expand Up @@ -108,11 +108,11 @@ transition and emission models, as we discuss below.

More information can be found in these books:

> - \"Machine Learning: Advanced Topics\", K. Murphy, MIT Press 2023.
> Available at <https://probml.github.io/pml-book/book2.html>.
> - \"Bayesian Filtering and Smoothing, Second Edition\", S. Särkkä and L. Svensson, Cambridge
> University Press, 2023. Available at
> <http://users.aalto.fi/~ssarkka/pub/bfs_book_2023_online.pdf>
> - \"Machine Learning: Advanced Topics\", K. Murphy, MIT Press 2023.
> Available at <https://probml.github.io/pml-book/book2.html>.
> - \"Bayesian Filtering and Smoothing, Second Edition\", S. Särkkä and L. Svensson, Cambridge
> University Press, 2023. Available at
> <http://users.aalto.fi/~ssarkka/pub/bfs_book_2023_online.pdf>

## Example usage

Expand Down Expand Up @@ -181,6 +181,7 @@ Please see [this page](https://github.com/probml/dynamax/blob/main/CONTRIBUTING.
on how to contribute.

## About

Core team: Peter Chang, Giles Harper-Donnelly, Aleyna Kara, Xinglong Li, Scott Linderman, Kevin Murphy.

Other contributors: Adrien Corenflos, Elizabeth DuPre, Gerardo Duran-Martin, Colin Schlager, Libby Zhang and other people [listed here](https://github.com/probml/dynamax/graphs/contributors)
Expand Down
2 changes: 1 addition & 1 deletion pyproject.toml
Original file line number Diff line number Diff line change
Expand Up @@ -9,7 +9,7 @@ requires-python = ">= 3.10"
dependencies = [
"jax",
"jaxlib",
"tfp-nightly",
"tfp-nightly==0.26.0.dev20260101",
"fastprogress",
"optax",
"scikit-learn",
Expand Down