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New open source: cuthbert 🐛 State space models with all the hotness: (temporally) parallelisable, JAX, Kalman, SMC

Come check it out if you're interested in time series, Monte Carlo, sequential problems. We've got a suite of fun examples, lots more to add - contributions welcomed! Super fun work with @adriencorenflos.bsky.social and Sahel Iqbal 🙌

30/1/26, 4:26 pm0 reposts5 likes

Sam Duffield

@samduffield.com

30 Jan

Repo: github.com/state-space-...

github.comGitHub - state-space-models/cuthbert: State-space model inference with JAXState-space model inference with JAX. Contribute to state-space-models/cuthbert development by creating an account on GitHub.

juanitorduz

@juanitorduz.bsky.social

30 Jan

Nice!