DanieleGammelli / DeepKalmanFilterLinks
Pyro/Pytorch implementation of Deep Kalman FIlter for shared-mobility demand prediction
☆48Updated 5 years ago
Alternatives and similar repositories for DeepKalmanFilter
Users that are interested in DeepKalmanFilter are comparing it to the libraries listed below
Sorting:
- This is a re-implementation and test on paper Deep Kalman Filter: https://arxiv.org/pdf/1511.05121.pdf☆19Updated 5 years ago
- Official PyTorch implementation of "Deep State Space Models for Nonlinear System Identification", 2020.☆98Updated 3 years ago
- Particle Filter Recurrent Neural Networks (AAAI 2020)☆78Updated last year
- An encoder-decoder framework for learning from incomplete data☆45Updated 2 years ago
- Extended Kalman filter for training neural-networks☆95Updated 4 years ago
- Implementation of the Gaussian processes regression with inducing points for online data with ensemble Kalman filter estimation. Code for…☆17Updated 7 years ago
- Source code for "Deep Variational Koopman Models: Inferring Koopman Observations for Uncertainty-Aware Dynamics Modeling and Control" fro…☆42Updated 6 years ago
- ☆46Updated 2 years ago
- Incorporating Transformer and LSTM to Kalman Filter with EM algorithm☆196Updated 3 years ago
- Streaming sparse Gaussian process approximations☆68Updated 3 years ago
- Repository for ICLR 2023 work, "Sequential Latent Variable Models for Few-Shot High-Dimensional Time-Series Forecasting"☆31Updated last year
- ☆16Updated 7 years ago
- Repository for Beyond Pinball Loss: Quantile Methods for Calibrated Uncertainty Quantification (NeurIPS 2024)☆44Updated 11 months ago
- ☆23Updated 4 years ago
- ☆15Updated 3 years ago
- A PyTorch implementation of a Deep Hidden Markov Model [Structured Inference Networks for Nonlinear State Space Models]☆59Updated last year
- State-space deep Gaussian processes in Python and Matlab☆30Updated 3 years ago
- Riemannian stochastic optimization algorithms: Version 1.0.3☆67Updated 2 years ago
- This repository is the code for Predictive Uncertainty Estimation using Deep Ensemble☆157Updated 3 years ago
- The Wasserstein Distance and Optimal Transport Map of Gaussian Processes☆52Updated 5 years ago
- ☆52Updated 6 years ago
- TensorFlow implementation for the GP-VAE model described in https://arxiv.org/abs/1907.04155☆141Updated 2 years ago
- ☆17Updated 3 years ago
- A tutorial for the 2018 paper Accurate Uncertainties for Deep Learning Using Calibrated Regression by Kuleshov et al.☆52Updated 5 years ago
- L4DC2021 code repository☆15Updated 4 years ago
- Multi-directional Recurrent Neural Networks (MRNN) - IEEE TBME 2019☆45Updated 5 years ago
- Code for MC Dropout and Model Ensembling Uncertainty Estimate experiments☆70Updated 5 years ago
- Code for our NeurIPS 2020 paper "Probabilistic Time Series Forecasting with Structured Shape and Temporal Diversity"☆89Updated 4 years ago
- implementing "recurrent attentive neural processes" to forecast power usage (w. LSTM baseline, MCDropout)☆98Updated 7 months ago
- Neural Extended Kalman Filters☆16Updated 2 years ago