A variational method for fast, approximate inference for stochastic differential equations.
☆45Feb 3, 2026Updated last month
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 6 years ago
- ☆15Oct 7, 2019Updated 6 years ago
- Forward-Backward Stochastic Neural Networks: Deep Learning of High-dimensional Partial Differential Equations☆157Feb 20, 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…☆12Nov 1, 2022Updated 3 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
- NordVPN Special Discount Offer • AdSave on top-rated NordVPN 1 or 2-year plans with secure browsing, privacy protection, and support for for all major platforms.
- Inference Combinators in JAX☆52May 17, 2025Updated 10 months ago
- Deep multistep methods to solve BSDEs of first and second order for the approximation of PDE solutions☆21May 29, 2020Updated 5 years ago
- ☆12Dec 22, 2023Updated 2 years ago
- Kalman Filter for ARX or NARX models' parameters estimation.☆15Dec 10, 2019Updated 6 years ago
- Know Your Boundaries: Constraining Gaussian Processes by Variational Harmonic Features☆24Apr 20, 2019Updated 6 years ago
- Deep Neural Network Framework Based on Backward Stochastic Differential Equations for Pricing and Hedging American Options in High Dimens…☆21Nov 12, 2020Updated 5 years ago
- Codes for Hilbert space reduced-rank GP regression☆16Jul 30, 2019Updated 6 years ago
- Infinite-horizon Gaussian processes☆33Sep 28, 2020Updated 5 years ago
- Scalable Training of Inference Networks for Gaussian-Process Models, ICML 2019☆42Nov 29, 2022Updated 3 years ago
- Wordpress hosting with auto-scaling on Cloudways • AdFully Managed hosting built for WordPress-powered businesses that need reliable, auto-scalable hosting. Cloudways SafeUpdates now available.
- Deep Reinforcement Learning applied to trading☆15Jan 29, 2019Updated 7 years ago
- Minimal Transformer base in JAX. A single backbone for language modelling, diffusion, classification, etc...☆14May 28, 2025Updated 9 months ago
- Unifying probabilistic models for time-frequency analysis. Spectral Mixture Gaussian processes in state space form.☆19May 30, 2019Updated 6 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…☆14Jul 19, 2019Updated 6 years ago
- ☆21Sep 28, 2020Updated 5 years ago
- xSPDE is an extensible toolbox for solving Stochastic Partial Differential Equations.☆12Mar 9, 2025Updated last year
- Bayesian Inference and parameter estimation in quant finance.☆43Feb 18, 2019Updated 7 years ago
- Nonparametric Differential Equation Modeling☆56Mar 5, 2024Updated 2 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting with the flexibility to host WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Cloudways by DigitalOcean.
- Application of Markov Chain in Finance☆16Jun 29, 2021Updated 4 years ago
- Example codes for the book Applied Stochastic Differential Equations☆206Oct 27, 2025Updated 5 months 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
- CIFAR10 ResNets implemented in JAX+Flax☆12Apr 6, 2022Updated 3 years ago
- [ICML 2019] The Anisotropic Noise in Stochastic Gradient Descent: Its Behavior of Escaping from Sharp Minima and Regularization Effects☆15Apr 12, 2020Updated 5 years ago
- Disciplined Convex Programming in R using Convex.jl.☆14Dec 18, 2018Updated 7 years ago
- ☆20Aug 5, 2025Updated 7 months ago
- A MATLAB implementation of a variable projection algorithm for nonlinear least squares problems☆15Oct 16, 2018Updated 7 years ago
- Sample code for the NIPS paper "Scalable Variational Inference for Dynamical Systems"☆27Mar 29, 2019Updated 6 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click and start building anything your business needs.
- Main component extraction for outlier detection☆20Dec 6, 2020Updated 5 years ago
- Bayer, Friz, Gassiat, Martin, Stemper (2017). A regularity structure for finance.☆12Sep 29, 2017Updated 8 years ago
- Density Estimation Likelihood-Free Inference with neural density estimators and adaptive acquisition of simulations☆111Sep 11, 2023Updated 2 years ago
- SBI Workshop jointly by Helmholtz AI + ML ⇌ Science Colaboratory☆23Apr 12, 2023Updated 2 years ago
- Implementation of Feature Saliency Hidden Markov Model (Adams, et al, 2016)☆13Dec 8, 2022Updated 3 years ago
- Julia package for scenario generation for stochastic programs with tail risk measure☆11Nov 16, 2022Updated 3 years ago
- stand alone Neural Additive Models, forked from google-reasearch for easy import to colab☆29Sep 29, 2020Updated 5 years ago