EEA-sensors / parallel-gps
GPFlow based implementation of temporal parallellization of state space GPs
☆15Updated 2 years ago
Related projects: ⓘ
- Chirp instantaneous frequency estimation using stochastic differential equation Gaussian processes☆11Updated last year
- Implementation of the Gaussian Process Autoregressive Regression Model☆59Updated 3 years ago
- ☆10Updated 2 years ago
- A generic library for linear and non-linear Gaussian smoothing problems. The code leverages JAX and implements several linearization algo…☆12Updated 2 months ago
- A Julia implementation of sparse Gaussian processes via path-wise doubly stochastic variational inference.☆33Updated 4 years ago
- A generic interface for linear algebra backends☆68Updated 2 months ago
- An ultra-lightweight JAX implementation of sparse Gaussian processes via pathwise sampling.☆22Updated 3 years ago
- Probabilistic ODE solvers are fun, but are they fast? See also: https://github.com/pnkraemer/probdiffeq for JAX code or https://github.c…☆20Updated last month
- A Tensorflow based library for Time Series Modelling with Gaussian Processes☆28Updated 2 months ago
- Light-weighted code for Orthogonal Additive Gaussian Processes☆37Updated last month
- Collection of resources from each meetup event☆13Updated 3 years ago
- Bayesian learning and inference for state space models (SSMs) using Google Research's JAX as a backend☆58Updated 3 months ago
- Gaussian Processes for Sequential Data☆18Updated 3 years ago
- ☆15Updated 7 years ago
- Gradient-informed particle MCMC methods☆11Updated 7 months ago
- Code for efficiently sampling functions from GP(flow) posteriors☆65Updated 3 years ago
- Codes for Hilbert space reduced-rank GP regression☆11Updated 5 years ago
- Lightweight library of stochastic gradient MCMC algorithms written in JAX.☆94Updated 10 months ago
- A simple library to run variational inference on Stan models.☆18Updated last year
- some scripts for the couplings enthusiasts!☆30Updated 4 years ago
- Reference implementation of variational sequential Monte Carlo proposed by Naesseth et al. "Variational Sequential Monte Carlo" (2018)☆63Updated 5 years ago
- ☆13Updated last week
- Provides various extensions to the GPML toolbox for Gaussian process inference in MATLAB.☆31Updated 7 years ago
- Variational Gaussian Process State-Space Models☆21Updated 8 years ago
- ☆12Updated last year
- ☆13Updated 3 years ago
- Approximate inference for Markov Gaussian processes using iterated Kalman smoothing, in JAX☆94Updated last year
- Unifying sparse approximations for Gaussian process regression and classification, using Power EP☆21Updated 7 years ago
- Exponential families for JAX☆54Updated last week
- Non-stationary spectral mixture kernels implemented in GPflow☆27Updated 5 years ago