State-space model inference with JAX. Contribute to state-space-models/cuthbert development by creating an account on GitHub.

Interactive 2026 World Cup match predictions from the Cuthberto Carlos model.

Group photo from last year's Newcastle Sampling workshop.

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.

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...

State-space model inference with JAX. Contribute to state-space-models/cuthbert development by creating an account on GitHub.

State-space model inference with JAX. Contribute to state-space-models/cuthbert development by creating an account on GitHub.

We show that any stochastic differential equation with prescribed time-dependent marginal distributions admits a decomposition into three components: a unique scalar field governing marginal evolution...

We introduce a lattice random walk discretisation scheme for stochastic differential equations (SDEs) that samples binary or ternary increments at each step, suppressing complex drift and diffusion co...

We cast Amari's natural gradient in statistical learning as a specific case of Kalman filtering. Namely, applying an extended Kalman filter to estimate a fixed unknown parameter of a probabilistic mod...

We introduce a new family of deep neural network models. Instead of specifying a discrete sequence of hidden layers, we parameterize the derivative of the hidden state using a neural network. The outp...

Hello! My name is Sam, and I am a researcher in Statistics. I am currently Lecturer in Statistical Science at the University of Bristol. Prior to this role, I was a Senior Research Associate (also at...