DanieleGammelli / DeepKalmanFilter
Pyro/Pytorch implementation of Deep Kalman FIlter for shared-mobility demand prediction
☆43Updated 5 years ago
Alternatives and similar repositories for DeepKalmanFilter:
Users that are interested in DeepKalmanFilter are comparing it to the libraries listed below
- This is a re-implementation and test on paper Deep Kalman Filter: https://arxiv.org/pdf/1511.05121.pdf☆17Updated 5 years ago
- Particle Filter Recurrent Neural Networks (AAAI 2020)☆76Updated 7 months ago
- Official PyTorch implementation of "Deep State Space Models for Nonlinear System Identification", 2020.☆90Updated 3 years ago
- Implementation of the Gaussian processes regression with inducing points for online data with ensemble Kalman filter estimation. Code for…☆17Updated 6 years ago
- ☆24Updated 6 years ago
- ☆47Updated 2 years ago
- ☆14Updated 6 years ago
- Pytorch Implementation of Deep Kalman Filter☆9Updated 2 years ago
- Python implementation of the PR-SSM.☆52Updated 6 years ago
- State-space deep Gaussian processes in Python and Matlab☆30Updated 2 years ago
- Repository for ICLR 2023 work, "Sequential Latent Variable Models for Few-Shot High-Dimensional Time-Series Forecasting"☆28Updated 5 months ago
- Nonlinear Sigma-Point Kalman Filters based on Bayesian Quadrature☆13Updated 3 years ago
- Source code for "Deep Variational Koopman Models: Inferring Koopman Observations for Uncertainty-Aware Dynamics Modeling and Control" fro…☆37Updated 5 years ago
- Streaming sparse Gaussian process approximations☆62Updated 2 years ago
- ☆13Updated 2 years ago
- ☆22Updated 5 years ago
- An encoder-decoder framework for learning from incomplete data☆46Updated last year
- Gaussian Online Processes for Python☆15Updated last month
- Implementaion of Gaussian Process Recurrent Neural Networks developed in "Neural Dynamics Discovery via Gaussian Process Recurrent Neura…☆40Updated 2 years ago
- A PyTorch implementation of a Deep Hidden Markov Model [Structured Inference Networks for Nonlinear State Space Models]☆56Updated 7 months ago
- Recyclable Gaussian Processes☆11Updated 2 years ago
- Discrete, Gaussian, and Heterogenous HMM models full implemented in Python. Missing data, Model Selection Criteria (AIC/BIC), and Semi-Su…☆77Updated last year
- ☆51Updated 5 years ago
- A tutorial for the 2018 paper Accurate Uncertainties for Deep Learning Using Calibrated Regression by Kuleshov et al.☆50Updated 5 years ago
- Bayesian Neural Network in PyTorch☆83Updated 10 months ago
- Source code for the AAAI 2019 paper "On-Line Learning of Linear Dynamical Systems: Exponential Forgetting in Kalman Filters" (https://arx…☆19Updated 4 years ago
- Unifying sparse approximations for Gaussian process regression and classification, using Power EP☆22Updated 8 years ago
- The Wasserstein Distance and Optimal Transport Map of Gaussian Processes☆52Updated 4 years ago
- Training quantile models☆43Updated 3 months ago
- Variational Auto-Regressive Gaussian Processes for Continual Learning☆20Updated 3 years ago