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Sequential Parallelization Examples

This is a collection of code samples aimed at illustrating temporal parallelization methods for sequential data.

Content

The following papers are implemented:

  • Temporal Parallelization of Bayesian Smoothers [1] (Python - JAX | TensorFlow).
  • Temporal Parallelization of Inference in Hidden Markov Models [2] (Python - TensorFlow).

References

[1] Simo Särkkä and Ángel F. García-Fernández (2021). Temporal Parallelization of Bayesian Smoothers. IEEE Transactions on Automatic Control, Volume: 66, Issue: 1, Pages 299-306. arXiv: https://arxiv.org/abs/1905.13002 DOI: https://doi.org/10.1109/TAC.2020.2976316

[2] S. S. Hassan, S. Särkkä and Á. F. García-Fernández (2021). Temporal Parallelization of Inference in Hidden Markov Models. IEEE Transactions on Signal Processing, Volume: 69, Pages 4875-4887. DOI: https://doi.org/10.1109/TSP.2021.3103338