Alternatives and similar repositories for embedding_with_signatures

Users that are interested in embedding_with_signatures are comparing it to the libraries listed below

• tgcsaba / GPSig
  Bayesian Learning from Sequential Data using Gaussian Processes with Signature Covariances
  ☆47Updated last year
• SigCGANs / Sig-Wasserstein-GANs
  ☆26Updated last year
• karlnapf / ds3_kernel_testing
  Material for the practical of the DS3 course on "Representing and comparing probabilities with kernels"
  ☆26Updated 6 years ago
• cvxgrp / lrsm_portfolio
  Portfolio Construction using Stratified Models
  ☆11Updated 4 years ago
• alan-turing-institute / rPSMF
  Code for Probabilistic Sequential Matrix Factorization
  ☆15Updated 4 years ago
• jambo6 / generalised-signature-method
  Code for: "A Generalised Signature Method for Time Series"
  ☆63Updated last year
• pafoster / path_signatures_introduction
  A Brief Introduction to Path Signatures for Machine Learning Practitioners
  ☆49Updated 3 years ago
• polsys / ennemi
  Easy Nearest Neighbor Estimation of Mutual Information
  ☆37Updated 6 months ago
• Tom-Ryder / VIforSDEs
  A variational method for fast, approximate inference for stochastic differential equations.
  ☆44Updated 6 years ago
• PrincetonLIPS / mf-bocd
  Active multi-fidelity Bayesian online changepoint detection.
  ☆17Updated 3 years ago
• QingyunSun / Distributional-Robust-Kelly-Gambling
  ☆18Updated 4 years ago
• patrick-kidger / Deep-Signature-Transforms
  Code for "Deep Signature Transforms" (NeurIPS 2019)
  ☆93Updated 9 months ago
• johnnyp2587 / transfer-learning
  Implementation of transfer learning based with autoencoder architecture
  ☆17Updated 4 years ago
• kormilitzin / the-signature-method-in-machine-learning
  Foundations and Applications
  ☆96Updated 4 years ago
• giotto-ai / noise-to-signal
  How to use topology to decode binary signals in high-noise regimes.
  ☆18Updated 4 years ago
• gerdm / BONE
  Repository for the paper "BONE: a unifying framework for Bayesian online learning in non-stationary environments"
  ☆17Updated this week
• cauchyturing / Encoding_Temporal_Markov_Dynamics_in_Graph_for_Visualizing_and_Mining_Time_Series
  ☆10Updated 5 years ago
• convexfi / fitHeavyTail
  Mean and Covariance Matrix Estimation under Heavy Tails
  ☆22Updated last year
• BouchardLab / pyuoi
  The Union of Intersections Framework in Python
  ☆14Updated this week
• tgcsaba / seq2tens
  Seq2Tens: An efficient representation of sequences by low-rank tensor projections
  ☆28Updated last year
• ryanholbrook / critical-transitions
  Detecting critical transitions in financial networks with topological data analysis.
  ☆16Updated 6 years ago
• canerturkmen / hawkeslib
  fast parameter estimation for simpler Hawkes processes
  ☆70Updated 2 years ago
• datasig-ac-uk / esig
  esig python package
  ☆48Updated 4 months ago
• AlexIoannides / pymc-stochastic-process
  Bayesian Inference and parameter estimation in quant finance.
  ☆42Updated 6 years ago
• wesselb / mlkernels
  Kernels, the machine learning ones
  ☆14Updated 2 years ago
• cvxgrp / covpred
  Covariance prediction via convex optimization
  ☆21Updated 4 years ago
• Ralami1859 / BayesianOnlineChange-pointDetection-python-codes-
  Implementation of the Bayesian Online Change-point Detector of Ryan Prescott Adams and David McKay.
  ☆15Updated 3 years ago
• cauchyturing / Deconv_SAX
  Representation Learning with Deconvolutional Networks for Multivariate Time Series
  ☆12Updated 8 years ago
• hrayrhar / T-CorEx
  Implementation of linear CorEx and temporal CorEx.
  ☆37Updated 3 years ago
• nickfrosst / neural_additive_models
  stand alone Neural Additive Models, forked from google-reasearch for easy import to colab
  ☆28Updated 4 years ago