A Python package for probabilistic state space modeling with JAX
Collection of papers on state-space models
PSSA: a non-transformer language model written from scratch in Rust. Recurrent state-space layer, episodic memory, self-modifying weights, CUDA training, and a full terminal dashboard.
MATLAB library for large Bayesian VARs: samplers, shrinkage priors, stochastic volatility, marginal likelihoods and forecasting, with examples, tutorials and the replication packages from joshuachan.org.