Alternatives and similar repositories for scattering_spectra:

Users that are interested in scattering_spectra are comparing it to the libraries listed below

• datasig-ac-uk / esig
  esig python package
  ☆47Updated 2 months ago
• sdepy / sdepy
  SdePy: Numerical Integration of Ito Stochastic Differential Equations
  ☆45Updated 3 years ago
• anh-tong / signax
  Signax: Signature computation in JAX
  ☆28Updated last month
• AdrienCorenflos / particle_mala
  Gradient-informed particle MCMC methods
  ☆11Updated last year
• pafoster / path_signatures_introduction
  A Brief Introduction to Path Signatures for Machine Learning Practitioners
  ☆48Updated 3 years ago
• justinhou95 / NeuralHedge
  Pytorch implementation of Deep Hedging, Utility Maximization and Portfolio Optimization
  ☆13Updated 5 months ago
• jkirkby3 / pymle
  Maximum Likelihood estimation and Simulation for Stochastic Differential Equations (Diffusions)
  ☆47Updated last month
• spdes / chirpgp
  Chirp instantaneous frequency estimation using stochastic differential equation Gaussian processes
  ☆11Updated 4 months ago
• jeremiecoullon / SGMCMCJax
  Lightweight library of stochastic gradient MCMC algorithms written in JAX.
  ☆101Updated last year
• AlejandroSantorum / scikit-rmt
  Random Matrix Theory library - RMT analysis and simulation in Python
  ☆47Updated 10 months ago
• EEA-sensors / sqrt-parallel-smoothers
  A generic library for linear and non-linear Gaussian smoothing problems. The code leverages JAX and implements several linearization algo…
  ☆12Updated 3 months ago
• amzn / orthogonal-additive-gaussian-processes
  Light-weighted code for Orthogonal Additive Gaussian Processes
  ☆41Updated 7 months ago
• plgreenLIRU / GMM_Conditional
  Finding the conditional distributions of a Gaussian Mixture Model
  ☆12Updated 5 years ago
• vinecopulib / pyvinecopulib
  A Python library for vine copula models
  ☆99Updated 3 weeks ago
• datasig-ac-uk / RoughPy
  Toolbox for working with streaming data as rough paths in Python
  ☆35Updated last week
• crispitagorico / sigkernel
  Differentiable computations for the signature-PDE-kernel on CPU and GPU.
  ☆53Updated 9 months ago
• nkantas / LTCC-Advanced-Computational-Methods-in-Statistics
  Advanced LTCC course in StatisticsThis course will provide an overview of Monte Carlo methods when used for problems in Statistics. After…
  ☆26Updated 2 years ago
• bob-carpenter / adaptive-hmc
  Self-tuning HMC algorithms and evaluations
  ☆18Updated 4 months ago
• cvxgrp / cov_pred_finance
  ☆63Updated last month
• microprediction / monteprediction_colab_examples
  Monte Carlo Submission Examples
  ☆17Updated 5 months ago
• pnkraemer / tornadox
  Probabilistic ODE solvers are fun, but are they fast? See also: https://github.com/pnkraemer/probdiffeq for JAX code or https://github.c…
  ☆20Updated 7 months ago
• SigCGANs / Sig-Wasserstein-GANs
  ☆26Updated last year
• yedrek / shrinkage
  Python library for shrinkage cleaning of large correlation matrices.
  ☆14Updated last year
• asnelt / mixedvines
  Python package for canonical vine copula trees with mixed continuous and discrete marginals
  ☆47Updated last year
• cvxgrp / cvxrisk
  Compile risk with cvxpy
  ☆13Updated this week
• sbi-dev / pyknos
  Conditional density estimation with neural networks
  ☆30Updated last month
• jgatheral / AFVsimulationCode
  We implement RSQE and HQE simulation schemes from the paper Efficient simulation of affine forward volatility models.
  ☆14Updated 2 years ago
• arnauqb / blackbirds
  Black-Box Inference foR Differentiable Simulators
  ☆17Updated 3 months ago
• RudyMorel / shadowing
  Implements Path Shadowing Monte Carlo (PSMC).
  ☆69Updated 2 months ago
• zgbkdlm / tme
  Taylor moment expansion in Python (JaX and SymPy) and Matlab
  ☆11Updated 3 months ago