EEA-sensors / parallel-gps
GPFlow based implementation of temporal parallellization of state space GPs
☆15Updated 2 years ago
Alternatives and similar repositories for parallel-gps:
Users that are interested in parallel-gps are comparing it to the libraries listed below
- Chirp instantaneous frequency estimation using stochastic differential equation Gaussian processes☆11Updated 3 months ago
- A generic library for linear and non-linear Gaussian smoothing problems. The code leverages JAX and implements several linearization algo…☆12Updated last month
- Implementation of the Gaussian Process Autoregressive Regression Model☆62Updated last week
- some scripts for the couplings enthusiasts!☆32Updated 4 years ago
- Light-weighted code for Orthogonal Additive Gaussian Processes☆41Updated 6 months ago
- A generic interface for linear algebra backends☆71Updated 7 months ago
- Unbiased Markov chain Monte Carlo with couplings☆29Updated 2 years ago
- An ultra-lightweight JAX implementation of sparse Gaussian processes via pathwise sampling.☆22Updated 3 years ago
- A Julia implementation of sparse Gaussian processes via path-wise doubly stochastic variational inference.☆33Updated 4 years ago
- Gaussian Processes for Sequential Data☆18Updated 4 years ago
- Variational Gaussian Process State-Space Models☆23Updated 9 years ago
- A simple library to run variational inference on Stan models.☆30Updated last year
- Tutorial materials of the Probabilistic Numerics Spring School.☆34Updated last year
- Bayesian learning and inference for state space models (SSMs) using Google Research's JAX as a backend☆58Updated 7 months ago
- Approximate inference for Markov Gaussian processes using iterated Kalman smoothing, in JAX☆98Updated last year
- Reference implementation of variational sequential Monte Carlo proposed by Naesseth et al. "Variational Sequential Monte Carlo" (2018)☆64Updated 5 years ago
- probabilistic programming focused on fun☆39Updated 3 months ago
- Gaussian Markov Random Fields (GMRFs) and Integrated Nested Laplace Approximation (INLA)☆19Updated 9 months ago
- Bayes-Newton—A Gaussian process library in JAX, with a unifying view of approximate Bayesian inference as variants of Newton's method.☆232Updated last year
- Deep GPs built on top of TensorFlow/Keras and GPflow☆123Updated 3 months 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 6 months ago
- A Tensorflow based library for Time Series Modelling with Gaussian Processes☆29Updated 6 months ago
- Codes for Hilbert space reduced-rank GP regression☆14Updated 5 years ago
- Conditional density estimation with neural networks☆30Updated last week
- Unifying sparse approximations for Gaussian process regression and classification, using Power EP☆22Updated 8 years ago
- Code for efficiently sampling functions from GP(flow) posteriors☆69Updated 4 years ago
- ☆15Updated 7 years ago
- Zheng Zhao's doctoral dissertation from Aalto University☆35Updated 2 years ago
- Companion code in JAX for the paper Parallel Iterated Extended and Sigma-Point Kalman Smoothers.☆25Updated 5 months ago
- Nonparametric Differential Equation Modeling☆53Updated 10 months ago