afermanian / embedding_with_signaturesLinks
☆13Updated 2 years ago
Alternatives and similar repositories for embedding_with_signatures
Users that are interested in embedding_with_signatures are comparing it to the libraries listed below
Sorting:
- Bayesian Learning from Sequential Data using Gaussian Processes with Signature Covariances☆47Updated 2 years ago
- Foundations and Applications☆99Updated 5 years ago
- ☆27Updated 2 years ago
- Code for "Deep Signature Transforms" (NeurIPS 2019)☆96Updated last year
- How to use topology to decode binary signals in high-noise regimes.☆18Updated 4 years ago
- Example applications of path signatures☆40Updated 4 months ago
- A Brief Introduction to Path Signatures for Machine Learning Practitioners☆53Updated 4 years ago
- Know Your Boundaries: Constraining Gaussian Processes by Variational Harmonic Features☆23Updated 6 years ago
- Discrete, Gaussian, and Heterogenous HMM models full implemented in Python. Missing data, Model Selection Criteria (AIC/BIC), and Semi-Su…☆79Updated last year
- Non-stationary spectral mixture kernels implemented in GPflow☆28Updated 6 years ago
- A variational method for fast, approximate inference for stochastic differential equations.☆44Updated 7 years ago
- Levy distributions for Python☆36Updated 2 years ago
- Material for the practical of the DS3 course on "Representing and comparing probabilities with kernels"☆26Updated 6 years ago
- esig python package☆48Updated 8 months ago
- The Union of Intersections Framework in Python☆14Updated this week
- Pytorch implementation of Recurrent Neural Processes https://arxiv.org/pdf/1906.05915.pdf☆22Updated 6 years ago
- Iterated integral signature calculations☆108Updated 3 months ago
- "Variational inference tools to leverage estimator sensitivity."☆16Updated 2 years ago
- Random Matrix Theory library - RMT analysis and simulation in Python☆50Updated this week
- ☆14Updated 2 years ago
- Code for Probabilistic Sequential Matrix Factorization☆15Updated 4 years ago
- Canonical Correlation Forests☆21Updated 6 years ago
- Code for: "Neural Rough Differential Equations for Long Time Series", (ICML 2021)☆118Updated 4 years ago
- Public Implementation of Volatility Based Kernels and Moving Average Means for Accurate Forecasting with Gaussian Processes☆49Updated 3 years ago
- A non-parametric Bayesian approach to Hidden Markov Models☆87Updated 2 years ago
- Recyclable Gaussian Processes☆11Updated 2 years ago
- ☆10Updated 8 years ago
- Implementation of NEWMA: a new method for scalable model-free online change-point detection☆47Updated 5 years ago
- ☆11Updated 2 years ago
- Differentiable computations for the signature-PDE-kernel on CPU and GPU.☆56Updated last year