jgbrasier / KFEstimate.jl Star 7 Code Issues Pull requests Julia package for KF and EKF parameter estimation using Automatic Differentiation package machine-learning julia automatic-differentiation gradient-descent parameter-estimation kalman-filtering gaussian-processes kalman-filter gaussian-filter em-algorithm hidden-markov-models state-space-model Updated Sep 10, 2021 Julia
qntwrsm / DynamicFactorModels.jl Star 0 Code Issues Pull requests Provides methods for dynamic factor models, such as estimation, w/ and w/o penalization, forecasting and filtering forecasting regularization filtering em-algorithm dynamic-factor-models Updated Jun 13, 2025 Julia
jaredhuling / OrthogEM.jl Star 0 Code Issues Pull requests an extremely basic Julia implementation of the Orthogonalizing EM (OEM) algorithm for penalized regression machine-learning regression lasso em-algorithm penalized-regression Updated Aug 22, 2018 Julia