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).
Now on the state-space-models repo state-space-models.github.io/cuthberto-ca...
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...
In this highly nonlinear example it's more accurate and faster than both extended and particle filters.
state-space-models.github.io/cuthbert/exa...
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-...
It was my birthday this week, it really had to be done
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...
Co-organising a workshop:
Non-Equilibrium Sampling: Diffusions · Flows · Particles
September, Newcastle
Come join the fun!
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!
Interactive 2026 World Cup match predictions from the Cuthberto Carlos model.
state-space-models.github.io
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 model inference with JAX. Contribute to state-space-models/cuthbert development by creating an account on GitHub.
github.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...
