A variational method for fast, approximate inference for stochastic differential equations.
☆45Feb 3, 2026Updated 8 months ago
Alternatives and similar repositories for VIforSDEs
Users that are interested in VIforSDEs are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Large scale simulation of ODEs or SDEs, analyze time series.☆25Apr 24, 2019Updated 7 years ago
- Code for ICML 2019 paper on "Fast and Simple Natural-Gradient Variational Inference with Mixture of Exponential-family Approximations"☆19Jan 2, 2021Updated 5 years ago
- Forward-Backward Stochastic Neural Networks: Deep Learning of High-dimensional Partial Differential Equations☆164Feb 20, 2020Updated 6 years ago
- Deep multistep methods to solve BSDEs of first and second order for the approximation of PDE solutions☆21May 29, 2020Updated 6 years ago
- Official code for Conformal Isometry of Lie Group Representation in Recurrent Network of Grid Cells (NeurIPS workshop on Symmetry and Geo…☆13Nov 1, 2022Updated 3 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Ideas for models that could be made with Nengo if anyone has time☆10May 12, 2023Updated 3 years ago
- Inference Combinators in JAX☆54May 17, 2025Updated last year
- ☆12Dec 22, 2023Updated 2 years ago
- Tools to generate and study moment equations for any chemical reaction network using various moment closure approximations☆51Sep 12, 2026Updated last month
- Know Your Boundaries: Constraining Gaussian Processes by Variational Harmonic Features☆24Apr 20, 2019Updated 7 years ago
- Deep Neural Network Framework Based on Backward Stochastic Differential Equations for Pricing and Hedging American Options in High Dimens…☆20Nov 12, 2020Updated 5 years ago
- Implementation of Stochastic Gradient MCMC algorithms☆40Dec 7, 2016Updated 9 years ago
- Codes for Hilbert space reduced-rank GP regression☆15Jul 30, 2019Updated 7 years ago
- Infinite-horizon Gaussian processes☆33Sep 28, 2020Updated 6 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- xSPDE is an extensible toolbox for solving Stochastic Partial Differential Equations.☆12Mar 9, 2025Updated last year
- Unifying probabilistic models for time-frequency analysis. Spectral Mixture Gaussian processes in state space form.☆19May 30, 2019Updated 7 years ago
- A list (quite disorganized for now) of papers tackling the Bayesian estimation of Ito processes (and their discrete time version)☆15Jul 10, 2020Updated 6 years ago
- My PhD thesis. I defended on the 30th of October, 2020! See https://github.com/eleurent/phd-defense/☆16Sep 21, 2021Updated 5 years ago
- Application of Markov Chain in Finance☆16Jun 29, 2021Updated 5 years ago
- ☆14Dec 6, 2021Updated 4 years ago
- Code for Federated Generalized Bayesian Learning via Distributed Stein Variational Gradient Descent☆10Nov 19, 2020Updated 5 years ago
- This project pulls electricity price data from the EIA API, and then performs time series analysis on it, including time series decomposi…☆15Jul 19, 2019Updated 7 years ago
- 2d CFD solves the incompressible Euler equations. Code written in Fortran☆14Jan 22, 2017Updated 9 years ago
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- Double Deep Q-Learning for Optimal Execution implementation☆10Apr 30, 2023Updated 3 years ago
- Nonparametric Differential Equation Modeling☆56Mar 5, 2024Updated 2 years ago
- Bayesian Inference and parameter estimation in quant finance.☆46Feb 18, 2019Updated 7 years ago
- Example codes for the book Applied Stochastic Differential Equations☆217Oct 27, 2025Updated 11 months ago
- Unbiased Deep Learning based Solvers for parametric PDEs☆12Oct 11, 2021Updated 5 years ago
- SVGD implementation☆12Jul 23, 2018Updated 8 years ago
- Map single-cell transcriptomes to copy number evolutionary trees.☆14Aug 18, 2024Updated 2 years ago
- A framework for detecting misreported returns in hedge funds.☆16Aug 25, 2019Updated 7 years ago
- [ICML 2019] The Anisotropic Noise in Stochastic Gradient Descent: Its Behavior of Escaping from Sharp Minima and Regularization Effects☆15Apr 12, 2020Updated 6 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- Model Calibration with Neural Networks☆47May 16, 2018Updated 8 years ago
- Disciplined Convex Programming in R using Convex.jl.☆14Dec 18, 2018Updated 7 years ago
- Interactive visualization tool for multiple volumes, meshes and points based on VTK. The app can be controlled with Python scripts (optio…☆11Mar 13, 2022Updated 4 years ago
- Code repository for the generalized Galton board example in the paper "Mining gold from implicit models to improve likelihood-free infere…☆34Dec 2, 2019Updated 6 years ago
- Developing efficient Bayesian phylogenetic inference methods☆12Dec 21, 2019Updated 6 years ago
- Density Estimation Likelihood-Free Inference with neural density estimators and adaptive acquisition of simulations☆111Sep 11, 2023Updated 3 years ago
- Implementation of Feature Saliency Hidden Markov Model (Adams, et al, 2016)☆13Dec 8, 2022Updated 3 years ago