T-Flet / GPy-ABCD
A basic implementation with GPy of an Automatic Bayesian Covariance Discovery (ABCD) system
☆15Updated last year
Alternatives and similar repositories for GPy-ABCD:
Users that are interested in GPy-ABCD are comparing it to the libraries listed below
- Non-stationary spectral mixture kernels implemented in GPflow☆28Updated 6 years ago
- A Julia implementation of sparse Gaussian processes via path-wise doubly stochastic variational inference.☆33Updated 4 years ago
- Code for efficiently sampling functions from GP(flow) posteriors☆72Updated 4 years ago
- "Discontinuous Hamiltonian Monte Carlo for sampling discrete parameters" by Akihiko Nishimura, David Dunson, Jianfeng Lu☆27Updated 6 years ago
- Code repo for "Function-Space Distributions over Kernels"☆31Updated 4 years ago
- Gaussian Processes for Sequential Data☆18Updated 4 years ago
- A generic interface for linear algebra backends☆73Updated last month
- ABCpy package☆114Updated 10 months ago
- Code for AutoGP☆26Updated 5 years ago
- An efficient and flexible sampler of the Pólya-Gamma distribution with a NumPy/SciPy compatible interface.☆24Updated last week
- Practical tools for quantifying how well a sample approximates a target distribution☆27Updated 4 years ago
- Stochastic Gradient Markov Chain Monte Carlo and Optimisation☆17Updated 8 years ago
- Automatic Reparameterisation of Probabilistic Programs☆36Updated 4 years ago
- Bayesian inference for a logistic regression model in various languages☆42Updated last year
- Implementation for Non-stationary Spectral Kernels (NIPS 2017)☆20Updated 5 years ago
- Light-weighted code for Orthogonal Additive Gaussian Processes☆41Updated 8 months ago
- Reference implementation of variational sequential Monte Carlo proposed by Naesseth et al. "Variational Sequential Monte Carlo" (2018)☆65Updated 5 years ago
- A framework for composing Neural Processes in Julia☆76Updated 3 years ago
- Large scale simulation of ODEs or SDEs, analyze time series.☆25Updated 5 years ago
- A generic library for linear and non-linear Gaussian smoothing problems. The code leverages JAX and implements several linearization algo…☆12Updated 3 months ago
- Canonical Correlation Forests☆20Updated 6 years ago
- Deep Gaussian Processes with Doubly Stochastic Variational Inference☆149Updated 6 years ago
- Chirp instantaneous frequency estimation using stochastic differential equation Gaussian processes☆11Updated 5 months ago
- Pareto smoothed importance sampling (PSIS) and PSIS leave-one-out cross-validation for Python and Matlab/Octave☆76Updated last year
- Re-Examining Linear Embeddings for High-dimensional Bayesian Optimization☆41Updated 3 years ago
- Sequential Neural Likelihood☆39Updated 5 years ago
- ☆15Updated 3 years ago
- Structurally efficient multi-output linearly coregionalized Gaussian Processes: it's tricky, tricky, tricky, tricky, tricky.☆37Updated 2 years ago
- Library for Deep Gaussian Processes based on GPflow☆19Updated 5 years ago
- Bayesian Learning from Sequential Data using Gaussian Processes with Signature Covariances☆47Updated last year