Rust+PyO3 regime-switching particle filter — 19 zero-copy NumPy functions, rayon-parallelized, GIL-free sequential Monte Carlo
rust time-series signal-processing numpy markov-chain particle-filter high-performance-computing bayesian-inference quantitative-finance state-estimation kalman-filter sequential-monte-carlo rayon pyo3 regime-switching stochastic-filtering
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Updated
Feb 1, 2026 - Rust