Linear-Gaussian state-space model. The delayed sampling feature of Birch automatically results in a Kalman filter being applied to this model.
This package is open source software.
It is licensed under the Apache License, Version 2.0 (the "License"); you may not use it except in compliance with the License. You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0.
To build, use:
To run, use:
birch sample --config config/linear_gaussian.json