Zachary Loschinskey
PhD candidate in Biomedical Engineering at Boston University co-advised by Drs. Brian DePasquale and Michael Economo.
Session
07-23
15:30
10min
StateSpaceDynamics.jl: Probabilistic State-Space Modeling
Ryan Senne, Zachary Loschinskey
State-space models (SSMs) are powerful tools for modeling time series data that naturally arise in neuroscience, finance, and engineering. These models assume observations arise from a hidden latent sequence, encompassing methods like Hidden Markov Models (HMMs) and Linear Dynamical Systems (LDS). We introduce StateSpaceDynamics.jl, an open source, modular package designed to be fast, readable, and self contained for the express purpose of fitting a plurality of SSMs, easily in Julia.
Julia for Neuroscience
Main Room 2