A list (quite disorganized for now) of papers tackling the Bayesian estimation of Ito processes (and their discrete time version)
☆16Jul 10, 2020Updated 5 years ago
Alternatives and similar repositories for MCMC-estimation-of-Stochastic-Differential-Equations-Papers
Users that are interested in MCMC-estimation-of-Stochastic-Differential-Equations-Papers are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Bayesian optimisation for fast approximate inference in state-space models with intractable likelihoods☆13Nov 29, 2017Updated 8 years ago
- ☆10Mar 16, 2022Updated 4 years ago
- Source code and data for the tutorial: "Getting started with particle Metropolis-Hastings for inference in nonlinear models"☆28Apr 1, 2019Updated 6 years ago
- Expected Shortfall Backtesting☆13Sep 3, 2023Updated 2 years ago
- Python code for SGMCMC for Time Series SSMs☆15Apr 21, 2021Updated 4 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- Analysis of speculative/bubble-like behaviour using LPPL model (exponential accelerations with oscillations). Fitted to Bitcoin data. Sub…☆10Jun 5, 2020Updated 5 years ago
- The asymptotic normal distribution properties☆15Mar 24, 2018Updated 8 years ago
- The effect of copulas on time-variant reliability involving time-continuous stochastic processes☆11Mar 8, 2017Updated 9 years ago
- Numerical experiments with stochastic differential equations☆21Dec 21, 2018Updated 7 years ago
- An R package for symbolic and numerical computations on scalar and multivariate systems of stochastic differential equations (SDEs). It p…☆14Mar 5, 2024Updated 2 years ago
- Quantum Computing for Finance☆18Feb 15, 2025Updated last year
- A Julia package for manipulating data in the Riemannian Manifold of Positive Definite Matrices☆28Mar 12, 2026Updated 2 weeks ago
- Estimation of realized quantities☆18Aug 26, 2019Updated 6 years ago
- Couplings for Multinomial Hamiltonian Monte Carlo☆16Mar 3, 2025Updated last year
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- Functions and replication files for Peter Phillips and Zhentao Shi (2021): "Boosting: Why You Can Use the HP Filter"☆31Jan 15, 2023Updated 3 years ago
- A variational method for fast, approximate inference for stochastic differential equations.☆45Feb 3, 2026Updated last month
- My defense presentation☆10Mar 7, 2022Updated 4 years ago
- Econometric Analysis of Explosive Time Series☆31Sep 19, 2025Updated 6 months ago
- R Finance packages not listed in the Empirical Finance Task View☆13Mar 16, 2026Updated 2 weeks ago
- Physics-Informed Neural Networks for Cardiovascular Blood Flow Simulations☆18Apr 7, 2025Updated 11 months ago
- ☆11Mar 22, 2026Updated last week
- Code for the paper "Pretrained Models for Multilingual Federated Learning" at NAACL 2022☆11Aug 9, 2022Updated 3 years ago
- Code for ijcai-24 paper "Federated Adaptation for Foundation Model-based Recommendations"☆12Apr 18, 2025Updated 11 months ago
- DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Thinner version of pipe or cylinder geometry with snappyHexMesh☆12Dec 13, 2021Updated 4 years ago
- Simple Nostr client running on the ICP. Using vetkeys for secure storing private keys on-chain.☆10Jun 24, 2024Updated last year
- A conda-smithy repository for jaxlib.☆17Updated this week
- Experimenting with kernel density estimation and (soft) histograms using tensorflow data flow graphs.☆10Dec 28, 2017Updated 8 years ago
- Numfocus Google Summer of Code Materials☆13Feb 2, 2024Updated 2 years ago
- Machine learning algorithms implements with jax for machine learning in production in large scale dataset.☆14Mar 2, 2026Updated 3 weeks ago
- Kernel principal component analysis using the Eigen linear algebra library [machine learning]☆15Nov 12, 2015Updated 10 years ago
- ☆12Apr 18, 2023Updated 2 years ago
- Deep residual networks for dimensionality reduction and surrogate modeling in high-dimensional inverse problems☆10Mar 20, 2021Updated 5 years ago
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- Code for "Efficient optimization of loops and limits with randomized telescoping sums"☆28May 13, 2019Updated 6 years ago
- Performance Anayltics for Investment Portfolios☆49Feb 9, 2020Updated 6 years ago
- ☆13Jan 16, 2025Updated last year
- ☆11Aug 27, 2021Updated 4 years ago
- A federated image segmentation method based on style transfer☆16Sep 28, 2024Updated last year
- Unbiased MCMC with couplings☆19Sep 19, 2019Updated 6 years ago
- GAS models☆36Jun 11, 2021Updated 4 years ago