EduardoGarrido90 / bo_tutorials_botorch
BOTorch tutorials in Jupyter notebook format ready to be launched on Google Colab
☆10Updated last year
Alternatives and similar repositories for bo_tutorials_botorch:
Users that are interested in bo_tutorials_botorch are comparing it to the libraries listed below
- Gaussian processes regression models with linear inequality constraints☆14Updated 6 months ago
- Advanced LTCC course in StatisticsThis course will provide an overview of Monte Carlo methods when used for problems in Statistics. After…☆25Updated 2 years ago
- Pipeline for Time Series Generation with Comprehensive Evaluation Metrics☆37Updated 2 weeks ago
- Source code related to the article "Deep splitting method for parabolic PDEs" by Christian Beck, Sebastian Becker, Patrick Cheridito, Arn…☆14Updated 4 years ago
- Neat Bayesian machine learning examples☆54Updated last week
- ☆64Updated this week
- Python code for solving partial differential equations (PDEs) using deep learning. Specifically, we provide implementations for solving t…☆26Updated 7 months ago
- pyrff: Python implementation of random fourier feature approximations for gaussian processes☆27Updated 2 years ago
- Fractional Brownian Motion package☆12Updated 2 years ago
- ☆19Updated 4 months ago
- Python solver for the Brownian, Stochastic, or Noisy Differential Equations☆13Updated 6 years ago
- Minimal entropic value at risk (EVaR) portfolio construction under a Gaussian mixture model of returns.☆20Updated 8 months ago
- Regression Monte Carlo for Optimal Stopping☆9Updated last year
- ☆24Updated last year
- Pytorch implementation of Deep Hedging, Utility Maximization and Portfolio Optimization☆12Updated 4 months ago
- ☆14Updated 5 years ago
- workshops☆12Updated last year
- Bayesian Adaptive Spline Surfaces for flexible and automatic regression☆22Updated 7 months ago
- Compile risk with cvxpy☆13Updated this week
- Source code for Bayesian Optimization in Action, published by Manning☆84Updated last year
- List of papers on robust Bayesian optimization☆17Updated 3 years ago
- SAASBO: a package for high-dimensional bayesian optimization☆40Updated 3 years ago
- Following along with Statistical Rethinking text on Bayesian modeling by McElreath☆53Updated 4 years ago
- SdePy: Numerical Integration of Ito Stochastic Differential Equations☆45Updated 3 years ago
- Source code for Deep Partial Least Squares for Empirical Asset Pricing.☆14Updated 2 years ago
- ☆47Updated last month
- NYU Tandon Machine Learning and Finance Fall 2022☆11Updated 2 years ago
- ☆50Updated 4 years ago
- Design of experiments for model discrimination using Gaussian process surrogate models☆36Updated 5 years ago
- Deep multistep methods to solve BSDEs of first and second order for the approximation of PDE solutions☆17Updated 4 years ago