# Dynamax

**URL:** https://community.intuitivebayes.com/c/dynamax/38.md

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## [Welcome to the Dynamax "Book" Club](https://community.intuitivebayes.com/t/welcome-to-the-dynamax-book-club/652)

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**Author:** [@RavinKumar](https://community.intuitivebayes.com/u/RavinKumar)\
**Replies:** 0

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Where we are going to learn more about modern State Space Models

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## [Structural Time Series- additional resources](https://community.intuitivebayes.com/t/structural-time-series-additional-resources/1154)

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**Author:** [@galkampel](https://community.intuitivebayes.com/u/galkampel)\
**Replies:** 1\
**Last updated:** [August 15, 2023, 5:32am UTC](https://community.intuitivebayes.com/t/structural-time-series-additional-resources/1154 "2023-08-15T05:32:39Z")

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Hi all, I know that originally there was an intention to go through structural time series as well (which I think was not covered at the end). Does anybody know of any good resources about this topic (except from the K…

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## [Dynamax for Multiple Time Series problems](https://community.intuitivebayes.com/t/dynamax-for-multiple-time-series-problems/1056)

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**Author:** [@jroberayalas](https://community.intuitivebayes.com/u/jroberayalas)\
**Replies:** 3\
**Last updated:** [April 22, 2023, 7:17pm UTC](https://community.intuitivebayes.com/t/dynamax-for-multiple-time-series-problems/1056 "2023-04-22T19:17:15Z")

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Hey folks, Just wondering if any of you has worked with multiple time series problems using the Dynamax library. I’m thinking on a problem where there are 100 time series with some trend and seasonality components (week…

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## [Non Linear Gaussian SSMs reading list](https://community.intuitivebayes.com/t/non-linear-gaussian-ssms-reading-list/1043)

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**Author:** [@RavinKumar](https://community.intuitivebayes.com/u/RavinKumar)\
**Replies:** 2\
**Last updated:** [April 9, 2023, 3:29pm UTC](https://community.intuitivebayes.com/t/non-linear-gaussian-ssms-reading-list/1043 "2023-04-09T15:29:08Z")

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For these next couple of weeks we’ll be reading through the non Linear Gaussian SSM notebooks in the dynamax docs, as well as the associated chapters in the ProbML book. I have not identified those sections yet but when…

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## [HMMs as bayesian networks](https://community.intuitivebayes.com/t/hmms-as-bayesian-networks/993)

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**Author:** [@nrakocz](https://community.intuitivebayes.com/u/nrakocz)\
**Replies:** 3\
**Last updated:** [April 6, 2023, 5:01pm UTC](https://community.intuitivebayes.com/t/hmms-as-bayesian-networks/993 "2023-04-06T17:01:51Z")

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An HMM with N observations can also be modeled as a bayesian network with 2N nodes (N nodes for the hidden states, and N nodes for the observation. Once modeled as a Bayesian Network, it is possible to answer any query …

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## [Linear Gaussian Synchronous Session April 2nd at 8am PST](https://community.intuitivebayes.com/t/linear-gaussian-synchronous-session-april-2nd-at-8am-pst/1029)

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**Author:** [@RavinKumar](https://community.intuitivebayes.com/u/RavinKumar)\
**Replies:** 0\
**Last updated:** [March 27, 2023, 6:43am UTC](https://community.intuitivebayes.com/t/linear-gaussian-synchronous-session-april-2nd-at-8am-pst/1029 "2023-03-27T06:43:04Z")

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We’re back at it! Join us next week to talk about Linear Gaussian SSMs. Youtube link bellow, code repo will be updated soon Since it’s been a while I want to ask, what do folks want to talk about in particular? I’ve got…

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## [Concrete examples: applied data sets](https://community.intuitivebayes.com/t/concrete-examples-applied-data-sets/916)

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**Author:** [@Nforde](https://community.intuitivebayes.com/u/Nforde)\
**Replies:** 6\
**Last updated:** [March 21, 2023, 6:44pm UTC](https://community.intuitivebayes.com/t/concrete-examples-applied-data-sets/916 "2023-03-21T18:44:04Z")

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Came across this example applied to earthquake prediction: https://hmmlearn.readthedocs.io/en/latest/auto\_examples/plot\_poisson\_hmm.html#sphx-glr-auto-examples-plot-poisson-hmm-py This kind of data makes the techniques…

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## [How are folks doing with LG SSMs?](https://community.intuitivebayes.com/t/how-are-folks-doing-with-lg-ssms/1021)

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**Author:** [@RavinKumar](https://community.intuitivebayes.com/u/RavinKumar)\
**Replies:** 1\
**Last updated:** [March 20, 2023, 11:21pm UTC](https://community.intuitivebayes.com/t/how-are-folks-doing-with-lg-ssms/1021 "2023-03-20T23:21:23Z")

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Longest span since we haven’t had a session. We’ve still have another couple weeks to go before I’m back in the US, but since I’m in the southern hemisphere, and I flew here, I found the PDF below to be appropriate! Its…

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## [Discrete Hidden Markov Model Livestream](https://community.intuitivebayes.com/t/discrete-hidden-markov-model-livestream/962)

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**Author:** [@RavinKumar](https://community.intuitivebayes.com/u/RavinKumar)\
**Replies:** 2\
**Last updated:** [March 10, 2023, 11:43pm UTC](https://community.intuitivebayes.com/t/discrete-hidden-markov-model-livestream/962 "2023-03-10T23:43:09Z")

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Hey folks, The discrete Hidden Markov Model livestream is scheduled for Sunday the 26th at 8am. Link to the livestream is below Let me know if there’s any specific topics you’re looking to dive into!

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## [HMMs for time series with trend breaks](https://community.intuitivebayes.com/t/hmms-for-time-series-with-trend-breaks/1006)

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**Author:** [@jroberayalas](https://community.intuitivebayes.com/u/jroberayalas)\
**Replies:** 1\
**Last updated:** [March 9, 2023, 1:16am UTC](https://community.intuitivebayes.com/t/hmms-for-time-series-with-trend-breaks/1006 "2023-03-09T01:16:55Z")

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Hey folks, During the Autoregressive and Normal Emission Hidden Markov Models video, @RavinKumar mentioned the applicability of HMMs to time series data where a different forecasting model could be applied depending on …

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## [Reading List for Linear Gaussian State Space Models](https://community.intuitivebayes.com/t/reading-list-for-linear-gaussian-state-space-models/1002)

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**Author:** [@RavinKumar](https://community.intuitivebayes.com/u/RavinKumar)\
**Replies:** 0\
**Last updated:** [March 6, 2023, 3:19am UTC](https://community.intuitivebayes.com/t/reading-list-for-linear-gaussian-state-space-models/1002 "2023-03-06T03:19:53Z")

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Our next live session will be sometime in April, to be determined after March 31st. Here’s our reading list till then! Primary Reading Tracking an object using the Kalman filter Online linear regression using Kalman f…

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## [Mixed Models in HMMs](https://community.intuitivebayes.com/t/mixed-models-in-hmms/1000)

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**Author:** [@Lukelb12](https://community.intuitivebayes.com/u/Lukelb12)\
**Replies:** 0\
**Last updated:** [March 5, 2023, 8:46pm UTC](https://community.intuitivebayes.com/t/mixed-models-in-hmms/1000 "2023-03-05T20:46:25Z")

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Hey all, In the live stream today I was wondering about whether anyone has come across, or has experience, with HMMs which switch the underlying data generating distribution? So switching from a normal distribution to a…

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## [Discrete HMM Round 2 Reading List](https://community.intuitivebayes.com/t/discrete-hmm-round-2-reading-list/983)

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**Author:** [@RavinKumar](https://community.intuitivebayes.com/u/RavinKumar)\
**Replies:** 0\
**Last updated:** [February 27, 2023, 3:40am UTC](https://community.intuitivebayes.com/t/discrete-hmm-round-2-reading-list/983 "2023-02-27T03:40:04Z")

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Hey folks, Hot off of our first HMM live session were going to do another one on March 5th at 8AM PST. Find us on Youtube here This time we’ll be focusing on two notebooks Gaussian HMM: Cross-validation and Mode…

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## [Discrete HMM Reading List](https://community.intuitivebayes.com/t/discrete-hmm-reading-list/945)

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**Author:** [@RavinKumar](https://community.intuitivebayes.com/u/RavinKumar)\
**Replies:** 2\
**Last updated:** [March 2, 2023, 1:45am UTC](https://community.intuitivebayes.com/t/discrete-hmm-reading-list/945 "2023-03-02T01:45:15Z")

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Hey folks For the next session we will be focusing on Discrete HMMs. The next session will be live session will be on Sunday the 25th Our goal is to fully understand this formula \\begin{align} p(y\_{1:T}, z\_{1:T} \\mid…

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## [What is your background, education, mathematics level?](https://community.intuitivebayes.com/t/what-is-your-background-education-mathematics-level/931)

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**Author:** [@RavinKumar](https://community.intuitivebayes.com/u/RavinKumar)\
**Replies:** 23\
**Last updated:** [February 26, 2023, 5:51pm UTC](https://community.intuitivebayes.com/t/what-is-your-background-education-mathematics-level/931 "2023-02-26T17:51:20Z")

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Hey folks, as I’m putting the Sunday livestream together I’m realizing some information on your backgrounds would help ensure its not too boring, but also not too advanced. Keep in mind you do not need to come in with l…

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## [What are your goals for this club?](https://community.intuitivebayes.com/t/what-are-your-goals-for-this-club/893)

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**Author:** [@RavinKumar](https://community.intuitivebayes.com/u/RavinKumar)\
**Replies:** 8\
**Last updated:** [February 21, 2023, 5:03am UTC](https://community.intuitivebayes.com/t/what-are-your-goals-for-this-club/893 "2023-02-21T05:03:33Z")

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Here’s mine Deeply understand state space models from an inference and estimation persective Be able to read the mathematical notation surrounding state space models with ease Be able to code various types of State Spa…

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## [Good YouTube videos for HMM intuition](https://community.intuitivebayes.com/t/good-youtube-videos-for-hmm-intuition/957)

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**Author:** [@nrakocz](https://community.intuitivebayes.com/u/nrakocz)\
**Replies:** 0\
**Last updated:** [February 15, 2023, 5:53pm UTC](https://community.intuitivebayes.com/t/good-youtube-videos-for-hmm-intuition/957 "2023-02-15T17:53:51Z")

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I All. I really enjoyed watching these videos ((ML 14.4) Hidden Markov models (HMMs) (part 1) - YouTube) when I first learned about HMMs. I still use them as references every now and then.

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## [Is this the dot product?](https://community.intuitivebayes.com/t/is-this-the-dot-product/951)

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**Author:** [@RavinKumar](https://community.intuitivebayes.com/u/RavinKumar)\
**Replies:** 3\
**Last updated:** [February 12, 2023, 3:15pm UTC](https://community.intuitivebayes.com/t/is-this-the-dot-product/951 "2023-02-12T15:15:34Z")

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I’m reading through the HMM explainer and got to this symbol. i’m fairly sure they mean dot product but want to double check with you folks. Do we have the same interpretation? https://nipunbatra.github.io/hmm/

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## [Non-Concave emission function: Viterbi on Hidden Markov Model?](https://community.intuitivebayes.com/t/non-concave-emission-function-viterbi-on-hidden-markov-model/912)

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**Author:** [@disadone](https://community.intuitivebayes.com/u/disadone)\
**Replies:** 9\
**Last updated:** [February 6, 2023, 12:44pm UTC](https://community.intuitivebayes.com/t/non-concave-emission-function-viterbi-on-hidden-markov-model/912 "2023-02-06T12:44:27Z")

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Hi! I recently met a problem when I am using a non-concave emission function in Hidden Markov Model which is not allowed in the EM algorithm. I wonder whether Viterbi can avoid such a problem, allowing me to use a non-co…

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## [Dynamax Feb 5th Session and Full reading list](https://community.intuitivebayes.com/t/dynamax-feb-5th-session-and-full-reading-list/924)

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**Author:** [@RavinKumar](https://community.intuitivebayes.com/u/RavinKumar)\
**Replies:** 3\
**Last updated:** [February 5, 2023, 4:16am UTC](https://community.intuitivebayes.com/t/dynamax-feb-5th-session-and-full-reading-list/924 "2023-02-05T04:16:19Z")

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Our next live session will be at 8am pst Feb 5th\*\*. Youtube link at the bottom of this post.\*\* This next session focus will be on fully understanding this on Equation 9.1 which is shown here. This equation covers all th…

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## [Good book for intuition: Kalman and Bayesian Filters in Python](https://community.intuitivebayes.com/t/good-book-for-intuition-kalman-and-bayesian-filters-in-python/902)

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**Author:** [@charlie](https://community.intuitivebayes.com/u/charlie)\
**Replies:** 1\
**Last updated:** [February 1, 2023, 2:27am UTC](https://community.intuitivebayes.com/t/good-book-for-intuition-kalman-and-bayesian-filters-in-python/902 "2023-02-01T02:27:33Z")

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I’ve found this book by Roger R. Labbe Jr to be helpful in getting intuition for Kalman filters and other kinds of state-space models. It is freely available online as Jupyter notebooks and a PDF: This book has lots o…

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## [The library of tweets](https://community.intuitivebayes.com/t/the-library-of-tweets/904)

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**Author:** [@RavinKumar](https://community.intuitivebayes.com/u/RavinKumar)\
**Replies:** 0\
**Last updated:** [January 24, 2023, 3:02pm UTC](https://community.intuitivebayes.com/t/the-library-of-tweets/904 "2023-01-24T15:02:20Z")

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In the DS community often many interesting takes are shared on Twitter. This is a topic to catalogue the ones relevant to us! Feel free to add any you see

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## [SSM vs other Approaches](https://community.intuitivebayes.com/t/ssm-vs-other-approaches/892)

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**Author:** [@jswozny](https://community.intuitivebayes.com/u/jswozny)\
**Replies:** 1\
**Last updated:** [January 24, 2023, 5:51am UTC](https://community.intuitivebayes.com/t/ssm-vs-other-approaches/892 "2023-01-24T05:51:29Z")

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Hello, Wasn’t sure what to title this or if it’s best to just make 1 big resource/article dump thread. This is what I posted in the chat: I just randomly came across this article comparing LSTM to a more traditional SS…

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## [First meeting and schedule](https://community.intuitivebayes.com/t/first-meeting-and-schedule/799)

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**Author:** [@RavinKumar](https://community.intuitivebayes.com/u/RavinKumar)\
**Replies:** 3\
**Last updated:** [January 22, 2023, 6:35pm UTC](https://community.intuitivebayes.com/t/first-meeting-and-schedule/799 "2023-01-22T18:35:40Z")

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Hey Folks, The first live session of our book club will be on Jan 22nd at 8am pst. We will be going through the book club details and setup! Link below This is an async first book club so you do not need to attend live…

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## [Get familiar with the community resources](https://community.intuitivebayes.com/t/get-familiar-with-the-community-resources/686)

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**Author:** [@RavinKumar](https://community.intuitivebayes.com/u/RavinKumar)\
**Replies:** 0\
**Last updated:** [January 10, 2023, 11:55pm UTC](https://community.intuitivebayes.com/t/get-familiar-with-the-community-resources/686 "2023-01-10T23:55:25Z")

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Hey folks, There are various ways to connect. Be sure to introduce yourself in the general channel. Let folks know why you’ve joined. We’ll learn better when we get to know each other https://community.intuitivebayes.…

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## [State Space Model Resources](https://community.intuitivebayes.com/t/state-space-model-resources/891)

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**Author:** [@RavinKumar](https://community.intuitivebayes.com/u/RavinKumar)\
**Replies:** 0\
**Last updated:** [January 22, 2023, 5:35pm UTC](https://community.intuitivebayes.com/t/state-space-model-resources/891 "2023-01-22T17:35:34Z")

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Here is a list of the resources used during this book club. This topic will be updated as new resources are added The Dynamax Code library and ProbML book are our primary resources. you can find both below. https://p…

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## [Do you folks need a tutorial on how to setup a code environment?](https://community.intuitivebayes.com/t/do-you-folks-need-a-tutorial-on-how-to-setup-a-code-environment/858)

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**Author:** [@RavinKumar](https://community.intuitivebayes.com/u/RavinKumar)\
**Replies:** 4\
**Last updated:** [January 22, 2023, 4:41pm UTC](https://community.intuitivebayes.com/t/do-you-folks-need-a-tutorial-on-how-to-setup-a-code-environment/858 "2023-01-22T16:41:57Z")

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This notebook club is going to make heavy use of Jupyter notebooks and the code within. Getting hands on is the best way to learn, and the only way to accomplish actual work with the libraries. Do folks want a tutorial …
