Co-organising a workshop:
Non-Equilibrium Sampling: Diffusions · Flows · Particles
September, Newcastle
Come join the fun!
The ensemble Kalman filter is now in cuthbert 🔥
The EnKF is one of those algorithms that "just works" - oftentimes in settings it has no right to
github.com/state-space-...
github.com/state-space-...
I'll be at ICLR this week 🇧🇷 presenting my complete SDE decomposition at the DeLTA workshop on Monday.
Reach out if you want to meet!
The World Cup is about to start, I wrote a model using cuthbert to predict the games, check out cuthberto-carlos 🐛⚽ ryantjx.github.io/cuthberto-ca...
It was my birthday this week, it really had to be done
In this highly nonlinear example it's more accurate and faster than both extended and particle filters.
state-space-models.github.io/cuthbert/exa...
There's a load of fun examples in the cuthbert docs and we're always looking to add more! 🐛
state-space-models.github.io/cuthbert/exa...
Now on the state-space-models repo state-space-models.github.io/cuthberto-ca...
I think this didn't get nearly enough traction. Sam did some fantastic work here leveraging the library we've been developing to make predictions for football. This was ported to a UI by Ryan Chan (Warwick MSc student) who's doing his thesis with me (on the methods behind the prediction).
Group photo from last year's Newcastle Sampling workshop.
sites.google.com
This PR introduces the ensemble Kalman filter (EnKF). The implementation is based in part on the implementation of CD-Dynamax. That implementation, in turn, is inspired by Algorithm 10.2 in the not...
github.com
State-space model inference with JAX. Contribute to state-space-models/cuthbert development by creating an account on GitHub.
This section contains examples of how to use cuthbert on some fun problems, highlighting the flexibility of the library and the utility of the underlying methods.
state-space-models.github.io
Interactive 2026 World Cup match predictions from the Cuthberto Carlos model.
