probml / dynamax
A Python package for probabilistic state space modeling with JAX
probml / dynamax
radarFudan / Awesome-state-space-models
Collection of papers on state-space models
joshuaccchan / bvar-toolkit
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.