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Maximum Likelihood Demonstration#26

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charlesknipp wants to merge 23 commits intomainTuringLang/SSMProblems.jl:mainfrom ck/maximum-likelihoodTuringLang/SSMProblems.jl:ck/maximum-likelihoodCopy head branch name to clipboard

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Commits on Jan 8, 2025

• fixed type stability of linear filter

  charlesknipp

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  04ecb4e

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• added MLE demonstration

  charlesknipp

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  152917b

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• flipped sign of objective function

  charlesknipp

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Commits on Mar 7, 2025

• Merge remote-tracking branch 'origin/main' into ck/maximum-likelihood

  charlesknipp

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  e99be16

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• reorganized and added Mooncake MWE

  charlesknipp

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  acbc4e1

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Commits on Mar 10, 2025

• fixed KF type stability in Enzyme

  charlesknipp

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  25eb4d6

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Commits on Mar 11, 2025

• add MWE for Kalman filtering

  charlesknipp

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  6d061b0

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• replaced second order optimizer and added backend testing

  charlesknipp

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  f8f0e59

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• Make HierarchicalSSM compatible with the BF (#70)

  THargreaves

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  bd96222

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Commits on Mar 12, 2025

• Remove redundant computation from batch KF

  THargreaves

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  c2b12db

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Commits on Mar 13, 2025

• Factor out intermediate storage (#72)

  THargreaves

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  ba214d6

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• Remove prototype CUDA kernels from package

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  THargreaves

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  a3ceb96

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• Make RB particle creation more robust

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  THargreaves

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  d47b1c7

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• Export callback methods and types

  THargreaves

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  e429e6b

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• fixed type stability of linear filter

  charlesknipp

  committed
  da6a54b

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• added MLE demonstration

  charlesknipp

  committed
  39d9f32

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• flipped sign of objective function

  charlesknipp

  committed
  30a4be3

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• reorganized and added Mooncake MWE

  charlesknipp

  committed
  935df10

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• fixed KF type stability in Enzyme

  charlesknipp

  committed
  2cc7d63

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• add MWE for Kalman filtering

  charlesknipp

  committed
  5c9149e

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• replaced second order optimizer and added backend testing

  charlesknipp

  committed
  4936c52

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• Merge branch 'ck/maximum-likelihood' of https://github.com/TuringLang/AnalyticFilters.jl into ck/maximum-likelihood

  charlesknipp

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  e8e6c02

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• fixed Mooncake errors for Bootstrap filter

  charlesknipp

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  56c6dc0

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