/weighted-likelihood-filter

Code for the paper "Outlier-robust Kalman Filtering through Generalised Bayes" presented at ICML 2024

Primary LanguageJupyter Notebook

Weighted likelihood filter

intro-plot

Installation

To run the experiments, make sure to have installed jax>=0.4.2, rebayes-mini, flax, and the BayesianOptimization package:

pip install git+https://github.com/gerdm/rebayes-mini.git
pip install flax
pip install bayesian-optimization