Dynamax: A Python package for probabilistic state space modeling with JAX
Scott W. Linderman, Peter Chang, Giles Harper-Donnelly, Aleyna Kara, Xinglong Li, Gerardo Duràn-Martín, Kevin P. Murphy · The Journal of Open Source Software · 2025
State space models (SSMs) are fundamental tools for modeling sequential data.They are broadly used across engineering disciplines like signal processing and control theory, as well as scientific domains like neuroscience (Vyas et al., 2020), genetics (Durbin et al., 1998), ecology (Patterson et al., 2008), computational ethology (Weinreb et al., 2024), economics (Jacquier et al., 2002), and climate science (Ott et al., 2004).Fast and robust tools for state space modeling are crucial to researchers in all of these application areas.