UBS-IB / bayesian_treeLinks
☆52Updated 5 years ago
Alternatives and similar repositories for bayesian_tree
Users that are interested in bayesian_tree are comparing it to the libraries listed below
Sorting:
- Multivariate data modelling with Copulas in Python☆157Updated 7 months ago
- Python package for canonical vine copula trees with mixed continuous and discrete marginals☆47Updated last year
- Discrete, Gaussian, and Heterogenous HMM models full implemented in Python. Missing data, Model Selection Criteria (AIC/BIC), and Semi-Su…☆80Updated last year
- Python implementation of Bayesian online changepoint detection☆100Updated 2 years ago
- A regression solver for high dimensional penalized linear, quantile and logistic regression models'☆89Updated 2 months ago
- Bayesian time series forecasting and decision analysis☆117Updated 2 years ago
- M6-Forecasting competition☆43Updated last year
- Python for Random Matrix Theory: cleaning schemes for noisy correlation matrices.☆75Updated 7 years ago
- Generalized additive model with pairwise interactions☆66Updated last year
- ☆33Updated 6 years ago
- Bayesian online change point detection and offline learning☆57Updated 5 years ago
- Bayesian Inference and parameter estimation in quant finance.☆42Updated 6 years ago
- An extension of CatBoost to probabilistic modelling☆147Updated last year
- Python package for Feature-based Forecast Model Averaging (FFORMA).☆28Updated 5 years ago
- Python Copula Module☆43Updated 2 years ago
- Mueen-Keogh Algorithm for finding timeseries motifs☆21Updated 4 years ago
- A Python package which implements several boosting algorithms with different combinations of base learners, optimization algorithms, and …☆63Updated 3 years ago
- Code for: "A Generalised Signature Method for Time Series"☆64Updated 2 years ago
- Probabilistic programming framework that facilitates objective model selection for time-varying parameter models.☆168Updated last year
- Calculate predictive causality between time series using information-theoretic techniques☆103Updated 4 years ago
- Nonlinear Nonparametric Statistics☆89Updated last week
- A package for Shrinkage Estimation of Covariance Matrices☆29Updated last year
- A Python package for building Bayesian models with TensorFlow or PyTorch☆176Updated 3 years ago
- Python copulas library for dependency modeling☆102Updated 4 years ago
- Python library for multivariate dependence modeling with Copulas