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Hidden Markov Model Demo
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Simple Linear Dynamical System Demo
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Input Driven HMM
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Input Driven Observations (“GLM-HMM”)
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Switching Linear Dynamical System Demo
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Recurrent SLDS
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Poisson SLDS
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Poisson fLDS
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Variational Laplace-EM
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HMM State Clustering
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Multi-population recurrent switching linear dynamical systems overview
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Simple HMM Demo
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Simple Linear Dynamical System Demo
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Input Driven HMM
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Input Driven Observations (GLM-HMM)
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Switching Linear Dynamical System
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Recurrent SLDS
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Poisson SLDS
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Poisson fLDS
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Variational Laplace EM for SLDS
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HMM State Clustering
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Multi-Population rSLDS
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Welcome to ssm’s documentation!
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SSM Notebooks
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<h1>Welcome to ssm’s documentation!</h1>
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<h2> Contents </h2>
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Welcome to ssm’s documentation!
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<a class="reference internal nav-link" href="#ssm-notebooks">
SSM Notebooks
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Indices and tables
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<section id="welcome-to-ssm-s-documentation">
<h1>Welcome to ssm’s documentation!<a class="headerlink" href="#welcome-to-ssm-s-documentation" title="Permalink to this headline">#</a></h1>
<div class="admonition important">
<p class="admonition-title">Important</p>
<p>We’re working full time on a JAX refactor of SSM that will take advantage of JIT compilation, GPU and TPU support, automatic differentation, etc.
Please stay tuned for updates soon!</p>
</div>
<p>This package has fast and flexible code for simulating, learning, and performing inference in a variety of state space models.
Currently, it supports:</p>
<ol class="arabic simple">
<li><p>Hidden Markov Models (HMM)</p></li>
<li><p>Auto-regressive HMMs (ARHMM)</p></li>
<li><p>Input-output HMMs (IOHMM)</p></li>
<li><p>Hidden Semi-Markov Models (HSMM)</p></li>
<li><p>Linear Dynamical Systems (LDS)</p></li>
<li><p>Switching Linear Dynamical Systems (SLDS)</p></li>
<li><p>Recurrent SLDS (rSLDS)</p></li>
<li><p>Hierarchical extensions of the above</p></li>
<li><p>Partial observations and missing data</p></li>
</ol>
<p>We support the following observation models:</p>
<ol class="arabic simple">
<li><p>Gaussian</p></li>
<li><p>Student’s t</p></li>
<li><p>Bernoulli</p></li>
<li><p>Poisson</p></li>
<li><p>Categorical</p></li>
<li><p>Von Mises</p></li>
</ol>
<p>HMM inference is done with either expectation maximization (EM) or stochastic gradient descent (SGD).
For SLDS, we use stochastic variational inference (SVI).</p>
<div class="toctree-wrapper compound">
<ul>
<li class="toctree-l1"><a class="reference internal" href="notebooks/1-Simple-HMM-Demo.html">Hidden Markov Model Demo</a></li>
<li class="toctree-l1"><a class="reference internal" href="notebooks/1b-Simple-Linear-Dynamical-System.html">Simple Linear Dynamical System Demo</a></li>
<li class="toctree-l1"><a class="reference internal" href="notebooks/2-Input-Driven-HMM.html">Input Driven HMM</a></li>
<li class="toctree-l1"><a class="reference internal" href="notebooks/2b-Input-Driven-Observations-%28GLM-HMM%29.html">Input Driven Observations (“GLM-HMM”)</a></li>
<li class="toctree-l1"><a class="reference internal" href="notebooks/3-Switching-Linear-Dynamical-System.html">Switching Linear Dynamical System Demo</a></li>
<li class="toctree-l1"><a class="reference internal" href="notebooks/4-Recurrent-SLDS.html">Recurrent SLDS</a></li>
<li class="toctree-l1"><a class="reference internal" href="notebooks/5-Poisson-SLDS.html">Poisson SLDS</a></li>
<li class="toctree-l1"><a class="reference internal" href="notebooks/6-Poisson-fLDS.html">Poisson fLDS</a></li>
<li class="toctree-l1"><a class="reference internal" href="notebooks/7-Variatonal-Laplace-EM-for-SLDS-Tutorial.html">Variational Laplace-EM</a></li>
<li class="toctree-l1"><a class="reference internal" href="notebooks/HMM-State-Clustering.html">HMM State Clustering</a></li>
<li class="toctree-l1"><a class="reference internal" href="notebooks/HMM-State-Clustering.html#cluster-states-from-the-original-hmm">Cluster states from the original HMM</a></li>
<li class="toctree-l1"><a class="reference internal" href="notebooks/Multi-Population-rSLDS.html">Multi-population recurrent switching linear dynamical systems overview</a></li>
</ul>
</div>
<dl class="field-list simple">
<dt class="field-odd">orphan</dt>
<dd class="field-odd"><p></p></dd>
</dl>
</section>
<section id="ssm-notebooks">
<h1>SSM Notebooks<a class="headerlink" href="#ssm-notebooks" title="Permalink to this headline">#</a></h1>
<p>Notebooks to accompany the State Space Models (SSM) library.</p>
<div class="sphx-glr-thumbnails"><div class="sphx-glr-thumbcontainer" tooltip="Simple HMM Demo"><img alt="Simple HMM Demo" src="_images/sphx_glr_1-Simple-HMM-Demo_thumb.png" />
<p><a class="reference internal" href="auto_examples/1-Simple-HMM-Demo.html#sphx-glr-auto-examples-1-simple-hmm-demo-py"><span class="std std-ref">Simple HMM Demo</span></a></p>
<div class="sphx-glr-thumbnail-title">Simple HMM Demo</div>
</div><div class="sphx-glr-thumbcontainer" tooltip="Simple Linear Dynamical System Demo"><img alt="Simple Linear Dynamical System Demo" src="_images/sphx_glr_1b-Simple-Linear-Dynamical-System_thumb.png" />
<p><a class="reference internal" href="auto_examples/1b-Simple-Linear-Dynamical-System.html#sphx-glr-auto-examples-1b-simple-linear-dynamical-system-py"><span class="std std-ref">Simple Linear Dynamical System Demo</span></a></p>
<div class="sphx-glr-thumbnail-title">Simple Linear Dynamical System Demo</div>
</div><div class="sphx-glr-thumbcontainer" tooltip="Input Driven HMM"><img alt="Input Driven HMM" src="_images/sphx_glr_2-Input-Driven-HMM_thumb.png" />
<p><a class="reference internal" href="auto_examples/2-Input-Driven-HMM.html#sphx-glr-auto-examples-2-input-driven-hmm-py"><span class="std std-ref">Input Driven HMM</span></a></p>
<div class="sphx-glr-thumbnail-title">Input Driven HMM</div>
</div><div class="sphx-glr-thumbcontainer" tooltip="Input Driven Observations (GLM-HMM)"><img alt="Input Driven Observations (GLM-HMM)" src="_images/sphx_glr_2b-Input-Driven-Observations-(GLM-HMM)_thumb.png" />
<p><a class="reference internal" href="auto_examples/2b-Input-Driven-Observations-%28GLM-HMM%29.html#sphx-glr-auto-examples-2b-input-driven-observations-glm-hmm-py"><span class="std std-ref">Input Driven Observations (GLM-HMM)</span></a></p>
<div class="sphx-glr-thumbnail-title">Input Driven Observations (GLM-HMM)</div>
</div><div class="sphx-glr-thumbcontainer" tooltip="Switching Linear Dynamical System"><img alt="Switching Linear Dynamical System" src="_images/sphx_glr_3-Switching-Linear-Dynamical-System_thumb.png" />
<p><a class="reference internal" href="auto_examples/3-Switching-Linear-Dynamical-System.html#sphx-glr-auto-examples-3-switching-linear-dynamical-system-py"><span class="std std-ref">Switching Linear Dynamical System</span></a></p>
<div class="sphx-glr-thumbnail-title">Switching Linear Dynamical System</div>
</div><div class="sphx-glr-thumbcontainer" tooltip="Recurrent SLDS"><img alt="Recurrent SLDS" src="_images/sphx_glr_4-Recurrent-SLDS_thumb.png" />
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